Essays about: "black swan"

Showing result 1 - 5 of 12 essays containing the words black swan.

  1. 1. Changes in Organization Design Produced by Covid-19 from a Path-Dependence Perspective : A Case Study of a Medical Manufacturing Company

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Carolina Artavia Muñoz; [2023]
    Keywords : Organization Design; Black Swan Events; Path Dependence Theory; Jay Galbraith s Star Model; Covid-19; Medical Manufacturing Industry.; Organisationsdesign; svarta svan-händelser; stigberoende; Jay Galbraits Star Model; Covid-19; medicinsk tillverkningsindustri.;

    Abstract : Covid-19 brought various challenges that the world that was not fully prepared to face since 2019. The pandemic came with both health and economic repercussions, and various organizations had to adapt their Organization Design to confront these new challenges posed by this Black Swan event. READ MORE

  3. 2. Volatility & The Black Swan : Investigation of Univariate ARCH-models, HARRV and Implied Volatility in Nasdaq100 amid Covid19

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Karl Tingstedt; [2022]
    Keywords : SV; ARCH; GARCH; TARCH; EGARCH; HARRV; IV; RV; Integrated Volatility; TINA;

    Abstract : Covid19 hit the world’s financial markets by surprise in March 2020 and ensuing volatility marked an end to the prior low-volatility environment. This Black Swan engendered numerous publications establishing how the equity market responded to the exogenous shock. READ MORE

  4. 3. CAPM Beta and Geopolitical Risk

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Filip Ternemo; [2022]
    Keywords : Black Swan Investing; CAPM Beta; Excess Returns; Geopolitical Risk; Mean Reversion.; Business and Economics;

    Abstract : Recent years, geopolitical risks have dominated the news feed for the financial markets. There have historically been some geopolitical events that have resulted in major declines in the stock market and such a market day can be classified as a geopolitical Black Swan. READ MORE

  5. 4. A Study of the Relationship Between Mean Reversion and a Black Swan Event

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Erik Makra; Felix Snaula; [2022]
    Keywords : Mean Reversion; Black Swan; Efficient Market Hypothesis; Behavioural Finance; Dickey-Fuller Unit Root Test;

    Abstract : This study examines the relationship between mean reversion and a black swan event on the Swedish stock market. The data is taken from the Mid Cap and the Large Cap and then compared with the OMXS index. READ MORE

  6. 5. Scoping the field of Enterprise Risk Management - and implementing it at Kraftringen AB

    University essay from Lunds universitet/Riskhantering (CI)

    Author : Karl-Oskar Davidsson; Lennart Falkman; [2021]
    Keywords : Enterprise risk management; ERM; holistic; communication; decision making; resilience; robustness; black swan; implementation; uncertainties; background knowledge; protective values; limitations; Technology and Engineering;

    Abstract : Enterprise Risk Management is implemented in various sectors and context. What is really know about ERM and how has the concept progressed parallel to risk research in general? This master thesis investigates some general aspects of ERM and what specific aspects of risk management research is present in current scientific literature. READ MORE