Essays about: "Risk Measures"

Showing result 1 - 5 of 658 essays containing the words Risk Measures.

  1. 1. A Quantitative Evaluation of Systemic Risk in the European Banking Sector

    University essay from Göteborgs universitet/Graduate School

    Author : Jimmy Andersson; Anders Svernling; [2020-07-07]
    Keywords : Systemic risk measures; Systemic risk contribution; European banking supervision; Risk rankings;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Downside risk: is downside risk being priced in the U.S. stock market?

    University essay from

    Author : Raouf Bahsoun; Arsalan Hakimi; [2020-07-06]
    Keywords : Excess kurtosis; skewness; Value-at-Risk; Expected shortfall; semi deviation; downside beta; Sortino ratio; Fama-French three-factor model; Fama French Five Factor model; Carhart four-factor model; q-four factor model; q-five factor model; asset pricing; U.S. stock market;

    Abstract : This paper aims to add further research to the field of downside risk, and downside risk measures’ influence on the average returns in the U.S. stock market. READ MORE

  3. 3. Pandemic Behavior: Economic Preferences and Perceptions regarding Covid-19

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Magnus Frank-Bille; David Olsson; [2020-07-02]
    Keywords : economics preferences; Covid-19; anxiety; consumption behavior; media influence;

    Abstract : n early spring 2020, Covid-19 spread around the world and dominated the media coverage. It acutely impacted the global economy as countries went into lockdown and health services struggled to administer the situation. READ MORE

  4. 4. Age-disparate Partnerships and Socioeconomic Status - a study on HIV risk for adolescent girls and young women in KwaZulu-Natal, South Africa

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Beatrice Holgersson; Iina Ojala; [2020-06-30]
    Keywords : Socioeconomic status; HIV; Age disparate partnership; Adolescent girls young women; 90-90-90 treatment targets;

    Abstract : This thesis investigates the relationship between socioeconomic status and age-disparate partnerships for adolescent girls and young women aged 15-24 in KwaZulu-Natal. Age-disparate partnering is defined as engaging in a sexual partnership with a partner five years older or more. READ MORE

  5. 5. Capturing Tail Risk in a Risk Budgeting Model

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Filip Lundin; Markus Wahlgren; [2020]
    Keywords : ;

    Abstract : Risk budgeting, in contrast to conventional portfolio management strategies, is all about distributing the risk between holdings in a portfolio. The risk in risk budgeting is traditionally measured in terms of volatility and a Gaussian distribution is commonly utilized for modeling return data. READ MORE