Essays about: "Stock Risk"

Showing result 1 - 5 of 520 essays containing the words Stock Risk.

  1. 1. The Impact of Liquidity on Stock Performance Among Venture Capital-backed Firms in India-The Impact of Liquidity on Stock Performance Among Venture Capital-backed Firms in India

    University essay from Göteborgs universitet/Graduate School

    Author : Carl Elfström; [2020-03-05]
    Keywords : Venture Capital; IPO; High-Growth; Emerging Market; ; Risk; India; U.S;

    Abstract : MSc in Finance.... READ MORE

  2. 2. Spectral Portfolio Optimisation with LSTM Stock Price Prediction

    University essay from KTH/Matematisk statistik

    Author : Nancy Wang; [2020]
    Keywords : Artificial Neural Network; LSTM; Spectral factor model; Portfolio optimisation; Stock price prediction; Time series analysis; Risk estimation; Spectral risk; Frequency-specific beta decomposition; Artificiella neurala nätverk; LSTM; Spektralfaktormodell; Portföljoptimering; Aktieprispredikering; Tidsserieranalys; Riskestimering; Spektra risk; Frekvensspecifik beta dekomposition;

    Abstract : Nobel Prize-winning modern portfolio theory (MPT) has been considered to be one of the most important and influential economic theories within finance and investment management. MPT assumes investors to be riskaverse and uses the variance of asset returns as a proxy of risk to maximise the performance of a portfolio. READ MORE

  3. 3. Portfolio Performance Optimization Using Multivariate Time Series Volatilities Processed With Deep Layering LSTM Neurons and Markowitz

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

    Author : Aron Andersson; Shabnam Mirkhani; [2020]
    Keywords : Recurrent Neural network RNN ; long short-term memory LSTM ; portfolio optimization; markowitz; exponential moving average; sharpe ratio; heteroskedasticity; Markowitz;

    Abstract : The stock market is a non-linear field, but many of the best-known portfolio optimization algorithms are based on linear models. In recent years, the rapid development of machine learning has produced flexible models capable of complex pattern recognition. READ MORE

  4. 4. The value of personality - Using algorithms and econometrics to analyze CEO conscientiousness and its impact on M&A performance

    University essay from Göteborgs universitet/Graduate School

    Author : Axel Gillmert; Henrik Persson; [2019-08-12]
    Keywords : M A performance; CEO acquisitiveness; Big Five personality traits; Conscientiousness;

    Abstract : MSc in Accounting and Financial Management.... READ MORE

  5. 5. A Study of the Size and Value effect on the Stockholm Stock Exchange - Are there pricing anomalies present on the Stockholm Stock Exchange?

    University essay from

    Author : Milan Arif; Daniel Bezaatpour; [2019-07-09]
    Keywords : ;

    Abstract : This thesis evaluates the financial performance of Swedish small cap stocks over the period 2000-2016. By applying CAPM and the Carhart four-factor model, we find no evidence for a size or a value effect. READ MORE