Essays about: "Stockholm"

Showing result 1 - 5 of 4722 essays containing the word Stockholm.

  1. 1. Arbitrage Pricing Theory: A study on the Stockholm Stock

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Richard Johansson; Pierre Petersson; [2019-03-01]
    Keywords : Arbitrage Pricing Theory; APT; Stockholm Stock Exchange; Macroeconomic Factors; Multi Factor Model;

    Abstract : This thesis investigates the macroeconomic factors that affect the returns on the different portfolios in Stockholm Stock Exchange by using Arbitrage Pricing Theory (Stephen Ross 1976). We use the portfolios of Large Cap, Mid Cap, Small Cap, and All Caps. Specifically, multiple index model is used. The sample period is 2012-2017. READ MORE

  2. 2. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Abstract : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. READ MORE

  3. 3. Value at Risk and Expected Shortfall risk measures using Extreme Value Theory

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Extreme Value Theory; Generalized Pareto Distribution; Point-Over-Threshold method; risk measures; Value at Risk; Expected Shortfall;

    Abstract : Calculating risk measures as Value at Risk (VaR) and Expected Shortfall (ES) has become popular for institutions and agents in financial markets. A main drawback with these risk measures is that they traditionally assume a specific distribution, as the Normal distribution or the Student’s t distribution. READ MORE

  4. 4. Women of the Fäbod : An Ethnological Study of the Swedish Fäbod Culture at the Turn of the 20th Century

    University essay from Stockholms universitet/Institutionen för etnologi, religionshistoria och genusvetenskap

    Author : Stina Gray; [2019]
    Keywords : Womanhood; transhumance; gender; initiation; rite of passage; nordic; Genus; fäbod; fäbodkultur; initiationsrit; fäbodväsen;

    Abstract : The purpose of this study is to explore the meaning of womanhood in relation to the Swedish fäbod culture at the turn of the 20th century. The study is based upon a questionnaire from 1928 and the material is collected from the archives at the Nordic Museum in Stockholm and the Institute for Language and Folklore in Uppsala. READ MORE

  5. 5. “What is Fun for You, is What’s Important to Us!” : Image Work and Positional Games in Swedish Upper Secondary Education

    University essay from Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Author : Jonathan Schunnesson; Jakob Westergren; [2019]
    Keywords : Competition; Discourse Analysis; Image; Upper Secondary Education;

    Abstract : How do upper secondary schools work with image to compete online? Through meso-discourse analysis we have analyzed the descriptions of 147 schools offering university preparatory programs in Stockholm County, at one of the larger online information portals for upper secondary education (gymnasium.se). READ MORE