Essays about: "Risk Marginal"

Showing result 6 - 10 of 84 essays containing the words Risk Marginal.

  1. 6. 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

  3. 7. Tree Species Impact on Forest Fire Spread Susceptibility in Sweden

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Sara Sharon Jones; [2023]
    Keywords : Geography; GIS; Physical Geography; Forest Fire; Forest Fire Susceptibility; Sweden; logistic regression modelling; Earth and Environmental Sciences;

    Abstract : Klimatförändringar förväntas leda till längre brandperioder och ökad brandrisk. I Sverige, där homogen produktionsskog utgör största delen av landskapet, finns ett behov av bättre förståelse för skogens mottaglighet för bränder för att kunna mildra risker. READ MORE

  4. 8. Copula approach to fitting bivariate time series

    University essay from Lunds universitet/Matematisk statistik

    Author : Jun Wang; [2023]
    Keywords : VaR; Copula; ARMA-GARCH; Extreme Value Theory; GPD; Hill estimator; Mathematics and Statistics;

    Abstract : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. READ MORE

  5. 9. Employee representation on the board of directors and its implications on corporate risk- A quantitative study on diverging stakeholder preferences

    University essay from Göteborgs universitet/Graduate School

    Author : Filip Engelholm; Lukas Nyström; [2022-06-30]
    Keywords : Board level employee representation; Codetermination; Risk preferences; Stakeholder incentives; Agency conflict; Corporate governance;

    Abstract : This study investigates how board-level employee representation (BLER) impacts the risk profile of a firm. More specifically, it investigates whether the binary presence of employees in the board room, or the relative ratio of votes allocated to employees, leads to reduced total, idiosyncratic, or systematic risk. READ MORE

  6. 10. " Optimization of Margins and Plan Robustness for Proton Therapy of Hodgkin’s Lymphoma"

    University essay from Lunds universitet/Sjukhusfysikerutbildningen

    Author : Filip Hörberger; [2022]
    Keywords : Medicine and Health Sciences;

    Abstract : Purpose/Background: Utilizing proton therapy (PT) for treatment of Hodgkin’s lymphoma (HL) has demonstrated favorable features, particularly a reduced dose to organs at risk (OAR) in comparison with photon radiotherapy. However, there is a coherent complexity with PT including its uncertainties, such as range-uncertainties and set-up variations as protons are highly sensitive to tissue density variations within the beam-path. READ MORE