Essays about: "Investor Risk Aversion"

Showing result 1 - 5 of 13 essays containing the words Investor Risk Aversion.

  1. 1. Navigating through Economic storms - A comparative analysis of stock market responses to recent European recessions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Agnes Jahn; Amanda Rashid; [2023]
    Keywords : Business cycles; Stock market; Price Dividend Ratio; Recession Variance Ratio; Swedish Stock market;

    Abstract : The study investigates the interplay between stock market behaviour and recessions in the Northern and Western European area, focusing on data from three different recessions in five countries since 1986. First, unadjusted stock prices show some predictive power in anticipating financial crises, while time-aggregated stock prices do not. READ MORE

  3. 2. The Happy household investor: the impact of happiness on stock market participation and portfolio risky shares

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ellinor Lindstén; [2021]
    Keywords : Stock market participation; Risky share; Happiness; DNB Household Survey;

    Abstract : The research on happiness and its impacts on risk-taking in the form of stock market participation has attracted interest in recent years. Yet, what the actual impact is remains unclear. READ MORE

  4. 3. Portfolio Optimization: An Evaluation of the Downside Risk Framework on the Nordic Equity Markets

    University essay from KTH/Matematisk statistik

    Author : Fabian Pettersson; Oskar Ringström; [2020]
    Keywords : Downside risk; Mean-variance optimization; Modern portfolio theory; Semi-variance; Downside risk; Variansoptimering; Modern Portföljteori; Semi-varians;

    Abstract : Risk management in portfolio construction is a widely discussed topic and the tradeoff between risk and return is always considered before an investment is made. Modern portfolio theory is a mathematical framework which describes how a rational investor can use diversification to optimize a portfolio, which suggests using variance to measure financial risk. READ MORE

  5. 4. Active Versus Passive Investing : A Comparative Analysis

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Jonathan Molander; Lennart van Loo; [2020]
    Keywords : Active investing; Passive investing; Market timing ability; investor alpha; Fama French 3 factor;

    Abstract : The increasing popularity of passive investment strategies causes the long-term feasibility of active investing to be questioned more often. Therefore, this research aimed to uncover whether active investors' influence on fund performance is positive and significant enough to offset the cost involved, thereby providing reasoning for active rather than passive investing. READ MORE

  6. 5. Outlier-Robust Dynamic Portfolio Optimization based on Bear-Bull-Regimes

    University essay from Lunds universitet/Matematisk statistik

    Author : Emil Eliasson; Linus Hamlin; [2018]
    Keywords : Mathematics and Statistics;

    Abstract : The work in this thesis is meant to improve an existing algorithm described in Nystrup (2017). As the original model uses a normal distribution to approximate the daily logarithmic returns, the authors of this thesis aim to improve the approximation by using Student’s t-distribution which may be a better approximation of financial data. READ MORE