Essays about: "Stock Risk"

Showing result 21 - 25 of 742 essays containing the words Stock Risk.

  1. 21. A Markovian Approach to Financial Market Forecasting

    University essay from KTH/Matematisk statistik

    Author : Kevin Sun Wang; William Borin; [2023]
    Keywords : Markov chain; Markov model; stock market prediction; Laplace smoothing; steady-state; forecasting; trading strategy; stochastic; trading algorithm; Markovkedjor; Markovmodell; prediktion; Laplace-jämning; stationär fördelning; tradingstrategi; stokastisk; trading algoritm;

    Abstract : This thesis aims to investigate the feasibility of using a Markovian approach toforecast short-term stock market movements. To assist traders in making soundtrading decisions, this study proposes a Markovian model using a selection ofthe latest closing prices. READ MORE

  3. 22. Impact of Corporate Governance Mechanisms on Total, Systematic, Market, and Insolvency Risk of Fintech

    University essay from Umeå universitet/Företagsekonomi

    Author : Sandun Randombage; Sudharshani Ramesh; [2023]
    Keywords : Fintech; Corporate Governance; Total Risk; Systematic Risk; Market Risk; Insolvency Risk;

    Abstract : Corporate governance practices of fintech companies have caused to increase in risk or caused to decrease in the risks. This study is mainly focused to identify the impact of corporate governance mechanisms, especially board structure and ownership structure, on the market-based risk of fintech companies. READ MORE

  4. 23. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Anton Li; Ricky Yu; [2023]
    Keywords : Individual stocks; Treasury bills; Skewness; Buy-and-hold returns; Diversification;

    Abstract : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. READ MORE

  5. 24. Stochastic Portfolio Optimization

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alexander Tedestedt; Tobias Eriksson; [2023]
    Keywords : stochastic; portfolio; optimization;

    Abstract : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. READ MORE

  6. 25. Agree to Disagree? Disentangling ESG Rating Disagreement and its Impact on Stock Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Olof Gustavsson; Theodor Samaras; [2023]
    Keywords : ESG ratings; Disagreement; Stock returns; Risk; Uncertainty;

    Abstract : This study investigates the phenomenon of ESG rating disagreement and its financial implications. Using a sample of the largest firms listed on the Nordic markets, we examined whether disagreement in ESG ratings from five widely used rating agencies between 2018-2022 positively affected the underlying stock returns. READ MORE