Essays about: "Market Risk"

Showing result 1 - 5 of 2312 essays containing the words Market Risk.

1. 1. The crisisification of the European Single Market : A study investigating how changes to governance of the Single Market can be understood through crisisification

   University essay from Försvarshögskolan

   Author : Julia Linder; [2024]
   Keywords : crisisification; Single Market; European crises; institutional changes; security and risk;

   Abstract : The European Single Market (SM) has typically been a symbol of economic integration and multilateralism within the European Union (EU). It operates within a robust regulatory framework aimed at ensuring the free movement of goods, services, people, and capital. READ MORE

3. 2. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging

   University essay from Umeå universitet/Företagsekonomi

   Author : Anthony Baugi; Eugene Zhang; [2024]
   Keywords : Gold; Bonds; Safe Haven; Hedging; US Treasury; Volatility; Covid; Portfolio Theory; Asset Dynamics; Fiscal Policy; Monetary Policy; Financial Crisis; Asset Management; Risk Management; Portfolio Risk;

   Abstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE

4. 3. Network Connectedness in Financial Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Andrea Marcolini; [2024]
   Keywords : Systemic risk modeling; US REITs connectedness; S P 500 connectedness; Returns and realized volatilities prediction;

   Abstract : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. READ MORE

5. 4. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Oleksii Chepil; [2024]
   Keywords : value investing; quality investing;

   Abstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE

6. 5. RENOVATION USING PREFABRICATED FAÇADE ELEMENTS

   University essay from Lunds universitet/Institutionen för arkitektur och byggd miljö; Lunds universitet/Avdelningen för Energi och byggnadsdesign

   Author : Aleksandra Milkova; Mohamed Soliman; [2024]
   Keywords : Keywords: Energy use; Reduce energy; EU; IVL; LKF; TES façade; Multi-active façade; Alingsås façade; Million Programme; Moisture risk analysis; Attachment; Thermal performance; WUFI; AUTOCAD; HEAT2; Technology and Engineering;

   Abstract : The building sector uses about 40% of the total global energy use. Sweden aims to reach its new goal to reduce the energy use in their residential sector as well as commercial sector by 20%, which should be reached by year 2020 and 50% by year 2050. READ MORE