Essays about: "market downturns"

Showing result 21 - 25 of 41 essays containing the words market downturns.

  1. 21. An Empirical Evaluation of Improved Volatility-Based Trading Strategies

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Raphael Bierschenk; Stefan Wennemar; [2019]
    Keywords : Volatility-Managed Portfolios; Volatility Timing; Moreira and Muir; Portfolio Choice; Variance Estimation;

    Abstract : In 2017, Moreira and Muir published their paper "Volatility-Managed Portfolios", showing that investors can beat the market, purely by choosing their risk exposure based on the inverse of last month's realized variance. While their results are influential in nature, suggesting, against common belief, investors should take less risk in recessions, they singularly rely on realized variance as a risk measure and a fixed monthly rebalancing period. READ MORE

  3. 22. Decision making and company performance - During a turbulent time period

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : August Raiend; Erik Svedberg; [2019]
    Keywords : Company Performance; CEO-Remuneration; Agency Theory; Short-Termism; Long-Termism; Decision Making; Resilience.;

    Abstract : This thesis examines short- and long-term decision making, CEO-remuneration and its effects on company performance measured as return on assets during a time-period containing market up- and downturns with regards to company resilience. We examined this in a Swedish context by looking at listed companies on the Stockholm stock exchange during the period 2004 to 2014. READ MORE

  4. 23. Coworking Companies Leading the Way for a Change on the Office Market : A Study About Profitability and Perseverance in the Business Model

    University essay from KTH/Fastigheter och byggande

    Author : Madeleine Müller Löfvenberg; Lovisa Sörensson; [2019]
    Keywords : Coworking; profitability; perseverance; flexibility; business model; hotel; IT-crash; Coworking; profitability; perseverance; flexibility; business model; hotel; IT-crash;

    Abstract : With the advancements that have taken place in technology the recent decades, it is nowpossible to work anywhere and at any time. Coworking space is the type of flexible workplacethat is currently growing the fastest and comprises a workplace shared between severalcompanies and individuals with emphasis on collaboration and knowledge sharing. READ MORE

  5. 24. How Markets Value The Blockchain Technology: An Empirical Analysis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Samuel Schleiss; [2018]
    Keywords : Blockchain; Event Study; Bitcoin; Valuation; Name Change; Markets; Business and Economics;

    Abstract : In this work company announcements of blockchain name changes are empirically analysed to obtain a sense of how markets value the blockchain technology. This “blockchain effect” is analysed using an event study in order to calculate cumulative abnormal returns for multiple event windows. READ MORE

  6. 25. Return Predictability: Can correlation effectively predict returns?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tor Fryer Petersson; Stina Karlsson; [2018]
    Keywords : CAPM; Average correlation; Risk-reward trade-off; Return predictability; Roll Critique;

    Abstract : Previous research shows that index variance can be decomposed into average constituent correlation and average constituent variance. These studies hold that the average correlation captures features of the aggregate market risk and under a risk-reward relationship is a predictor of future excess returns. READ MORE