Essays about: "business environment risk index"

Found 2 essays containing the words business environment risk index.

  1. 1. Portfolio Optimization -The Mean-Variance and CVaR approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Sixten Fagerström; Gustav Oddshammar; [2010]
    Keywords : Mean-Variance; CVaR; Portfolio Optimization; Volatility risk; Sharpe-ratio; Business and Economics;

    Abstract : The recent economic turmoil has increased volatility on the Swedish stock market and made investors more exposed to risk in an uncertain environment. This research will investigate if the quantitative portfolio optimization models Mean-Variance and CVaR can produce risk-adjusted returns for investors acting in the Swedish stock market. READ MORE

  2. 2. On Stock Index Volatility With Respect to Capitalization

    University essay from Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Högskolan i Halmstad/Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Author : Marina Pachentseva; Anna Bronskaya; [2007]
    Keywords : GARCH models; Volatility; Heston Model; Index;

    Abstract : Condfidence in the future is a signicant factor for business development. However frequently, accurate and specific purposes are spread over the market environment influence.Thus,it is necessary to make an appropriate consideration of instability, which is peculiar to the dynamic development. READ MORE