Essays about: "LIQUIDITY"

Showing result 31 - 35 of 429 essays containing the word LIQUIDITY.

  1. 31. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Max Ehn; Marcus Jämte; [2023]
    Keywords : Optimal portfolio re-balancing; optimal liquidation; minimize transaction costs; trading-volume estimation; stochastic optimization; Financial mathematics; tracking error; execution strategies; opportunity costs; liquidation costs; applied mathematics; PRIIP regulation; Swing-pricing;

    Abstract : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. READ MORE

  3. 32. Trends in the Capital Structure and Risk Assessment of Swedish Real Estate Companies : A Study on the Impact of the 2022-2023 Shift in Interest Rates

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Karolina Landgärds; Hanna Lövgren; [2023]
    Keywords : Real estate; Capital structure; Financial risk; Interest rate risk; Fastigheter; Kapitalstruktur; Finansiell risk; Ränterisk;

    Abstract : This study aims to analyse the changes in the capital structure of Swedish real estate companies over the past five years, with a particular focus on the period 2022-2023, characterised by the policy interest rate increasing from zero to 3.5 percent. READ MORE

  4. 33. Riskhantering i Animalieproduktion : hur hanterar integrerade grisproducenter risker kopplade till verksamhetens insatsvaror & personal?

    University essay from SLU/Dept. of Economics

    Author : Carl Wejsfelt; Oswald Mörk; [2023]
    Keywords : Integrerad grisproducent; Risk; Riskhantering; Beslutsprocess;

    Abstract : Världsläget idag med kriget i Ukraina, hög inflation och höga räntor har haft en betydande påverkan på det svenska lantbruket. Bristen på råvaror har satt större press på svenska bönders produktionsresultat samtidigt som det har gjort deras produktion väsentligt dyrare och därmed likviditeten sämre. READ MORE

  5. 34. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Moa Tennberg; [2023]
    Keywords : Value-at-Risk; Total margin; Procyclicality; Machine learning; Binary classification; Supervised learning; Unsupervised learning; Random forest; Multilayer perceptron;

    Abstract : Stressed Value-at-Risk (VaR) is a statistic used to measure an entity's exposure to market risk by evaluating possible extreme portfolio losses. Stressed VaR scenarios can be used as a metric to describe the state of the financial market and can be used to detect and counter procyclicality by allowing central clearing counterparities (CCP) to increase margin requirements. READ MORE

  6. 35. Mandated Short Selling Transparency and its Impact : An empirical analysis on significant short selling disclosures and their impact on Swedish small cap securities between 2017 - 2022

    University essay from Stockholms universitet/Företagsekonomiska institutionen

    Author : William Florin; William Jonnerberg; Rasmus Strandberg; [2023]
    Keywords : short selling disclosures; ESMA;

    Abstract : In this paper, the impact of significant short selling disclosures (> 0.5%) on returns and trading activity is studied. READ MORE