Essays about: "Risk-return relation"

Showing result 1 - 5 of 9 essays containing the words Risk-return relation.

  1. 1. The Impact of Leverage on Return-Volatility Relationship -An Empirical Study of the Nordic Equity Markets

    University essay from Göteborgs universitet/Graduate School

    Author : Jenny Ha Nguyen; [2018-07-04]
    Keywords : Risk-return relation; low volatility effect; leverage; volatility; Nordic stock market; Fama-French three factors;

    Abstract : Prior studies have documented mixed evidence regarding the relationship between stock returns and equity return volatilities. The purpose of this thesis is to contribute to the debate about the direction of the risk-return relationship and to seek further explanation for this phenomenon. The aim of this thesis is therefore two-fold. READ MORE

  3. 2. Financial Volatility and the Leverage Effect on the Swedish Stock Exchange

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Thelma Björklund; Hedvig Jonsson; [2018]
    Keywords : Volatility; Leverage!effect; Risk; Return; Clustering; Modiglian !and Miller; EGARCH; Capital!structure;

    Abstract : In today’s financial markets, volatility is a fundamental concept in regards of the risk assessment of assets and instruments. Financial volatility is commonly used to measure the quantitative aspects of risk and is given a significant amount of attention in past literature and research. READ MORE

  4. 3. Bitcoin: The New Digital Gold?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Kathery Angelica Razo Mendoza; [2018]
    Keywords : Bitcoin; Gold; Digital Gold; Minimum Variance Portfolio; Tangency Portfolio; In-sample and out-sample portfolios.; Business and Economics;

    Abstract : Bitcoin has become a mainstream in the financial world. It has several similarities with Gold as low correlation with stocks, inflation hedge, government decentralization and the no currency attachment. Therefore, the name of the new “Digital Gold”. This study compares Gold and Bitcoin, offered as an alternatives financial assets. READ MORE

  5. 4. Financial Volatility and the Leverage Effect : A study of the Swedish Stock Exchange

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Thelma Björklund; Hedvig Jonsson; [2018]
    Keywords : ;

    Abstract : In today’s financial markets, volatility is a fundamental concept in regards of the risk assessmentof assets and instruments. Financial volatility is commonly used to measure the quantitativeaspects of risk and is given a significant amount of attention in past literature and research. READ MORE

  6. 5. Risk and Return : A test of CAPM on the Swedish financials and industrials stock market before and after the financial crisis of 2008

    University essay from Umeå universitet/Företagsekonomi

    Author : Vincent Khajador; Nina Valtchanov; [2014]
    Keywords : ;

    Abstract : In hindsight one can often learn a valuable lesson or two. Looking back at the financial crisis of 2008, perhaps more than two lessons can be learned. The grave chock that occurred on the financial markets at the end of 2008 left the whole world questioning what had caused it. READ MORE