Essays about: "Risk Management"

Showing result 1 - 5 of 1564 essays containing the words Risk Management.

  1. 1. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Abstract : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. READ MORE

  2. 2. CSR disclosure and decision usefulness - are firms aware of what information users find as useful? A study investigating the dichotomy in perceptions between reporters and users

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Naosil Hanna; Oscar Bjurviken; [2019]
    Keywords : CSR; Sell-side equity analysts; Equity valuation; Investment relations;

    Abstract : This thesis investigates the identified research gap concerning the area of sell-side equity analysts' informational needs and preferences, relating to the relevance and usefulness of the informational value in CSR disclosure. An exploratory, qualitative study has been made to investigate the dichotomy in perceptions between reporters and users. READ MORE

  3. 3. Developing Key Fire Safety Indicators for Retail Buildings – Using a Multi Attribute Decision Making Method with a Hierarchical Approach

    University essay from Lunds universitet/Avdelningen för Brandteknik

    Author : Anders Olsson; [2019]
    Keywords : KPI; Key Performance Indicators; Fire Safety Indicators; Risk Indicators; Risk Analysis; Risk Management Process; Risk Monitoring; Fire Risk Level; Multi Attribute Decision Making; MADM; Hierarchical Approach; Technology and Engineering;

    Abstract : In order to develop indicators measuring the most important aspects of fire safety, the initial approach undertaken was to identify the fire safety components that have the largest importance to a building’s overall fire safety, and to let these components form the basis for the indicator development. Through the use of a Multi Attribute Decision Making (MADM) methodology with a hierarchical approach, the most important components in relation to a building’s overall fire safety were identified. READ MORE

  4. 4. A review of decision-making in the Authorisation regime of Regulation (EC) 1907/2006 REACH

    University essay from Högskolan i Gävle/Avdelningen för Industriell utveckling, IT och Samhällsbyggnad

    Author : Mats Forkman; [2019]
    Keywords : ;

    Abstract : Chemicals are integral to almost all sectors of society, bringing many benefits, but the sound management throughout their lifecycle is essential in order to achieve a better and more sustainable future for all. The object of this study, the Authorisation regime in EU’s REACH-regulation, is one regulatory instrument to control chemicals. READ MORE

  5. 5. Economic sanctions effect on multinational corporations strategies

    University essay from Göteborgs universitet/Graduate School

    Author : Jonathan Jarlén; [2018-09-06]
    Keywords : Internationalization; Emerging Markets; Economic Sanctions; Market Turbulence; Strategy Adjustments; Uncertainty; Risk Management;

    Abstract : MSc in International Business and Trade.... READ MORE