Essays about: "erik malmgren"

Found 5 essays containing the words erik malmgren.

  1. 1. Risk Modeling of Sustainable Mutual Funds Using GARCH Time Series

    University essay from KTH/Matematisk statistik

    Author : Erik Malmgren; Annie Zhang; [2020]
    Keywords : GARCH; ARMA-GARCH; Risk Modeling; Time Series; Volatility; Value at Risk; Sustainable Investments; SRI; ESG; Mutual Funds; Morningstar; GARCH; ARMA-GARCH; Riskmodellering; Tidsserie; Volatilitet; Value at risk; Hållbara investeringar; SRI; ESG; Fonder; Morningstar;

    Abstract : The demand for sustainable investments has seen an increase in recent years. There is considerable literature covering backtesting of the performance and risk of socially responsible investments (SRI) compared to conventional investments. READ MORE

  3. 2. A Study to Examine During what Market Conditions it has been Profitable with Home Bias for a Swedish Fund Manager

    University essay from KTH/Matematisk statistik

    Author : Markus Hilmersson; Erik Malmgren; [2018]
    Keywords : Home Bias; Stock Market Condition; Correlation; Bull; Bear; VIX; Mutual Fund; Multiple Regression Analysis; Home Bias; Aktiemarknadens Beteende; Korrelation; Bull; Bear; VIX; Fond; Multipel Linjär Regressionsanalys;

    Abstract : This thesis in applied statistics and industrial economics examines the correlation between a number of market conditions on the Swedish and Global market and the yield difference between the Swedish stock market and the Global stock market. The report is based on data from the index MSCI Sweden Net Return, MSCI World Net Return and the Volatility index S&P 500. READ MORE

  4. 3. Ethics and Moral Relativism

    University essay from Umeå universitet/Institutionen för idé- och samhällsstudier

    Author : Erik Malmgren; [2014]
    Keywords : ;

    Abstract : .... READ MORE

  5. 4. A Study of the Entrepreneur’s Perceptions of the Born Global Phenomenon

    University essay from Sektionen för ekonomi och teknik (SET)

    Author : Erik Malmgren; David Shacham; [2008]
    Keywords : Born Global; Internationalisation; Entrepreneur;

    Abstract : This dissertation sets out to explore the phenomenon of Born Globals, a small, international entrepreneurial firm. The study aims at exploring how the entrepreneur perceives the factors that influence the creation of a Born Global. READ MORE

  6. 5. Has the Privatization of Uganda Commercial Bank Increased Competition and Extended Outreach of Formal Banking in Uganda?

    University essay from Nationalekonomiska institutionen

    Author : Oscar Karlsson; Erik Malmgren; [2008]
    Keywords : Sub-Saharan Africa; Uganda; Financial Development; Financial Structure; Access to Finance; Banking; Bank Competition; Bank Privatization; Outreach of Banking;

    Abstract : Financial sector development can reduce poverty and promote economic growth by extending access to financial services in developing countries. Traditionally, banking in Sub-Saharan Africa has been conducted by state-owned banks. READ MORE