Essays about: "Stock Volatility"
Showing result 21 - 25 of 382 essays containing the words Stock Volatility.
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21. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. READ MORE
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22. The Relationship Between Idiosyncratic Volatility and Portfolio Return within Swedish Stock Markets.
University essay from Göteborgs universitet/Graduate SchoolAbstract : Main results suggest there is a statistically and economically significant positive relationship between idiosyncratic volatility and portfolio return within the Swedish stock markets. This relationship is detected despite the low idiosyncratic volatility climate of Sweden. READ MORE
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23. Black-Litterman Model for Portfolio Performance Enhancement - An Out-Of-Sample Evaluation of the Black-Litterman Model on a U.S. Stock-Dominated Portfolio
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis, the Black-Litterman model is evaluated out-of-sample and compared to mean-variance and naïve allocation. Two references are implemented in the Black-Litterman framework, the minimum-variance and naive portfolios. The study complements previ-ous work by considering a stock-dominated portfolio, where all assets are from the U.S. READ MORE
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24. Prisvolatilitet, riskbedömning och strategi hos svenska lantbrukare på grund av kriget i Ukraina : riskhantering i det svenska lantbruket
University essay from SLU/Dept. of Biosystems and Technology (from 130101)Abstract : Olika former av kriser är en stor faktor som kan leda till stora problem för lantbrukare. Syftet med detta arbete är att undersöka vad personer ifrån olika delar av lantbrukssektorn tänker kring de stora prissvängningarna som är till följd av kriget och hur man som lantbrukare ska agera för att minimera riskerna det innebär. READ MORE
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25. Comparison of Indirect Inference and the Two Stage Approach
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Parametric models are used to understand dynamical systems and predict its future behavior. It is difficult to estimate the model’s parametric values since there are usually many parameters and they are highly correlated. READ MORE