Essays about: "gains of asset management"

Showing result 1 - 5 of 11 essays containing the words gains of asset management.

1. 1. Evaluating Markov Chain Monte Carlo Methods for Estimating Systemic Risk Measures Using Vine Copulas

   University essay from KTH/Matematisk statistik

   Author : Rasmus Guterstam; Vidar Trojenborg; [2021]
   Keywords : Systemic Risk; Value-at-risk; Risk allocation; Risk contributions; Markov Chain Monte Carlo; No-U-Turn Sampler; Metropolis-Hastings; Monte Carlo; Vine Copula; Systemisk Risk; Value-at-risk; Riskallokering; Riskbidrag; Markov Chain Monte Carlo; No-U-Turn Sampler; Metropolis-Hastings; Monte Carlo; Vine Copula;

   Abstract : This thesis attempts to evaluate the Markov Chain Monte Carlo (MCMC) methods Metropolis-Hastings (MH) and No-U-Turn Sampler (NUTS) to estimate systemic risk measures. The subject of analysis is an equity portfolio provided by a Nordic asset management firm, which is modelled using a vine copula. READ MORE

3. 2. Family farm and financial asset : external land ownership and family agriculture on the Swedish Plains

   University essay from SLU/Dept. of Urban and Rural Development

   Author : Hedvig Goldhahn; [2021]
   Keywords : financialization; family farming; land ownership; tenancy; Uppsala Akademiförvaltning;

   Abstract : In Sweden, the potential deregulation of the land market has been discussed in recent years, motivated by the increasing demand for external capital in agriculture. Corporate entities’ are currently restricted from purchasing farmland by the Swedish Land Acquisition Act. READ MORE

4. 3. Risk Spillovers between BRICS Stock Markets, US Stock Market, Gold and Oil: A portfolio management approach

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Sofia Fors; Carl Billing; [2020]
   Keywords : BRICS; DCC-GJR-GARCH; risk spillovers; financial contagion; portfolio selection; Business and Economics;

   Abstract : This study investigates the correlation between the US stock market, oil prices, gold prices and the stock markets of five emerging markets: Brazil, Russia, India, China and South Africa (BRICS), in order to explore the risk spillovers and the financial contagion between the markets. A DCC-GJR-GARCH model is applied to daily data of returns from January 2000 to April 2020 and considers both a full sample analysis along with a three-pronged subsample analysis. READ MORE

5. 4. Risk Preferences of Management Generations

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Jonas Gier; Anton Witt; [2019]
   Keywords : Risk Preferences; Generation X; Millennials; Generation Z; Risk Attributes; Risk-Taking; Strategic Management; Prospect Theory; Organizational Risk; Decision-making Under Risk; Business and Economics;

   Abstract : Purpose: The purpose of this paper is to examine the risk preferences of current and future management generations and its implications for strategic management. Methodology: A quantitative research strategy has been chosen in order to fulfil the purpose of this study. READ MORE

6. 5. The Attitude Behind the Decisions: Sustainability within Asset Management

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Elin Laurén; Ellen Norberg; [2019]
   Keywords : Sustainability; CSR; ESG; SRI;

   Abstract : The aim of this study was to investigate how mutual fund managers view sustainability and what factors affect that view. By compiling a new dataset consisting of responses from 33 asset managers, the attitude toward sustainability was found to be affected by nine variables: Work history, Employees, Sustainability rating, Type of investors, The common people's opinion, Female employees, Internationality, Competitors' stance and Pressure from competitors. READ MORE