Essays about: "Risk Contributions"

Showing result 11 - 15 of 104 essays containing the words Risk Contributions.

1. 11. Effects of ESG on Market Risk : A Copula and a Regression Approach to CoVaR

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Viktor Thornqvist; [2023]
   Keywords : ESG; CoVaR; Market Risk; Quantile Regression; Copula; Fund Portfolios; ESG; CoVaR; Marknadsrisk; Kvantilregression; Copula; Fondportföljer;

   Abstract : With a background in EU regulations and an increased interest in Environmental, Social, and Governence (ESG) policies in companies when investing, this thesis considers the individual contributions to market risk in portfolios by different ESG parameters. It explores two different methods to examine if there are effects consistent across the whole Nordic markets, and the possibility to express any effects within portfolios in a clear way. READ MORE

3. 12. Data Privacy Laws & Social Media Governance : A comparative analysis of Tik Tok & Meta/Facebook using EU, US, and China’s Data Privacy Laws

   University essay from Malmö universitet/Institutionen för globala politiska studier (GPS)

   Author : Robin V. L. Aitken; [2023]
   Keywords : data privacy laws; liberalism; new constructivism; realism; social media governance;

   Abstract : This academic investigation examines the intersection between International Relations (IR), data privacy laws, and social media governance. The case studies are of Tik Tok & Facebook/Meta where we begin the research by taking a comparative analysis of the US congressional hearings of Mark Zuckerberg (CEO of Facebook/Meta) in 2018 and Shou Zi Chew (CEO of Tik Tok) in 2023. READ MORE

4. 13. Is reaching for the whisky bottle justified? Examining the value of whisky and its inclusion in the optimal portfolio

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Gustaf Lugnegård; Hugo Freij; [2023]
   Keywords : Whisky; hedonic regression; convenience yield; portfolio theory; Business and Economics;

   Abstract : This study aims to evaluate whisky as an investment through two research questions: “What affects the value of whisky?” and “Should whisky be included in the optimal portfolio?”. The value of whisky is examined by constructing a hedonic regression using five hedonic attributes. Also, the convenience yield associated with whisky is examined. READ MORE

5. 14. Production of critical minerals and metals: Empirical investigation of sustainability aspects

   University essay from Uppsala universitet/Institutionen för geovetenskaper

   Author : Johanna Askros; [2023]
   Keywords : Energy transition; environmental justice; sustainable development; sustainable mining; systems thinking;

   Abstract : The threat of global climate change has brought on the need for a transition towards renewable energy sources and electrification, thereby creating a significantly increased demand for energy minerals and metals. Despite being on a path towards an energy system with net-zero emissions, the European Union (EU) is currently highly dependent on the import of these minerals and metals from outside of the Union. READ MORE

6. 15. Legitimacy strategies in sustainability reporting : A study of negative disclosure strategies' impact on stakeholders

   University essay from Karlstads universitet/Handelshögskolan (from 2013)

   Author : Ali Abdelamir; Gabriel Egerup; [2023]
   Keywords : Negative sustainability disclosure; legitimacy; legitimacy strategies;

   Abstract : Sustainability reports should provide a balanced picture of a company’s sustainability aspects, but because of its voluntary nature, overly positive aspects are often presented (Holder-Webb et al., 2009; Lougee & Wallace, 2008). READ MORE