Essays about: "Sara Barwary"

Found 2 essays containing the words Sara Barwary.

1. 1. Volatility Managing Strategy - A Strategy for Mitigating Risk and Stabilizing Risk-adjusted Return

   University essay from KTH/Matematisk statistik

   Author : Sara Barwary; Hanna Lind; [2021]
   Keywords : ARCH; EGARCH; GARCH; GJR-GARCH; Return; Risk; Volatility; Volatility Managing Strategy; ARCH; EGARCH; GARCH; GJR-GARCH; Avkastning; Risk; Volatilitet; Volatilitetshanterande strategi;

   Abstract : Volatility managing strategies have gained attention over the last few years due to theiralleged ability to increase portfolio return and mitigate risk. This thesis examines the performance and risk of a portfolio using such a strategy on the Swedish equity market. The strategy is dependent on the forecasting of volatility. READ MORE

3. 2. Preprocessing Data: A Study on Testing Transformations for Stationarity of Financial Data

   University essay from KTH/Matematisk statistik

   Author : Sara Barwary; Tina Abazari; [2019]
   Keywords : Bachelor Thesis; financial outcome; transformations; stationarity; tests of hypothesis; EWMA; Kandidatarbete; finansiell avkastning; transformationer; stationäritet; hyoptestest; EWMA;

   Abstract : In thesis within Industrial Economics and Applied Mathematics in cooperation with Svenska Handelsbanken given transformations was examined in order to assess their ability to make a given time series stationary. In addition, a parameter α belonging to each of the transformation formulas was to be decided. READ MORE