Essays about: "low volatility effect"

Showing result 11 - 15 of 37 essays containing the words low volatility effect.

1. 11. Improving Planning Stability : A case study of Planning at AstraZeneca

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Sahil Ahmed; Olof Schippert; [2020]
   Keywords : Production Planning; Master Production Scheduling; Material Requirement Planning; Stability;

   Abstract : To provide high service level, an organisation must maintain flexibility in production planning. This allows them to react to changes in demand and supply information. Changes in production plan decreases planning stability. Low stability has knock on effect on supply of material. READ MORE

3. 12. Interest Rate Volatility and its Effect on Interest Rate Options

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jacqueline Eriksson; Jakob Sundblad; [2020]
   Keywords : Interest Rates Regimes; Volatility; Derivatives; Interest Rate Options; Asset Pricing;

   Abstract : This paper replicates the study conducted by Guillaume et. al (2013) and derives a relationship between the interest rate volatility and the interest rate level for the Swedish currency (SEK). The results suggest interest rates to be divided into three different regimes consisting of low, intermediate and high rates. READ MORE

4. 13. Sustainable Investment Strategies : A Quantitative Evaluation of Sustainable Investment Strategies For Index Funds

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : John Erikmats; Johan Sjösten; [2019]
   Keywords : ESG; CSR; investment strategies; sustainable investment strategies; sustainability; sustainable investments; sustainable finance; index funds; tracking-error; tracking-error minimization; ESG; CSR; investeringsstrategier; hållbara investeringsstrategier; hållbarhet; hållbara investeringar; hållbar finans; indexfonder; tracking-error; minimering av tracking-error;

   Abstract : Modern society is faced with the complex and intractable challenge of global warming, along with other environmental issues that could potentially alter our way of life if not managed properly. Is it possible that financial markets and equity investors could have a huge part to play in the transformation towards a greener and more sustainable world? Previous studies about investment strategies regarding sustainability have for the most part been centered around possibly less objective ESG-scores or around carbon and GHG-emissions only, with little or no consideration for water usage and waste management. READ MORE

5. 14. The Impact of Leverage on Return-Volatility Relationship -An Empirical Study of the Nordic Equity Markets

   University essay from Göteborgs universitet/Graduate School

   Author : Jenny Ha Nguyen; [2018-07-04]
   Keywords : Risk-return relation; low volatility effect; leverage; volatility; Nordic stock market; Fama-French three factors;

   Abstract : Prior studies have documented mixed evidence regarding the relationship between stock returns and equity return volatilities. The purpose of this thesis is to contribute to the debate about the direction of the risk-return relationship and to seek further explanation for this phenomenon. The aim of this thesis is therefore two-fold. READ MORE

6. 15. Anticipated Events’ Impact on FX Options’ Implied Volatility

   University essay from Lunds universitet/Matematisk statistik

   Author : Frej Håkansson; Björn Nilsson; [2018]
   Keywords : Volatility frown; implied volatility; jump model; anticipated event; SABR; FX Options; Mathematics and Statistics;

   Abstract : Understanding events’ impact on financial instruments are crucial for the participants in the financial markets. Here we propose an approach to model an anticipated event’s impact on the prices of FX options, represented in implied volatility. READ MORE