Essays about: "market statistic"
Showing result 1 - 5 of 43 essays containing the words market statistic.
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1. Do actively managed Sweden funds yield higher return better than passively managed funds, during a volatile market, when taking risk into account?
University essay from Göteborgs universitet/Företagsekonomiska institutionenAbstract : This paper is examining if Swedish actively managed funds is creating more value for investors compared to Swedish index funds. The study is focused on the time period 2012-2022. Three risk-adjusted measurements are used to execute this mission. READ MORE
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2. Unmasking the impact: Analyzing the effect of the COVID-19 pandemic on unemployment : A study across the 290 municipalities in Sweden
University essay from Jönköping University/Internationella HandelshögskolanAbstract : For the past years, there has been an absence of economic crisis on a global level. The unexpected COVID-19 pandemic caused by the SARS-CoV-2 virus led to a significant disruption in economies across the globe, followed by a decrease in economic activity. The decline in economic activity caused market shocks which eventually increased unemployment. READ MORE
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3. Forecasting Football Corner Odds: Statistical Modelling, Betting Strategies and Assessing Market Efficiency
University essay from Lunds universitet/Matematisk statistikAbstract : Statistical modelling could be included in a betting strategy where the value of a bet is assessed by comparing model predictions and market odds. This thesis presents several models based on statistical learning methods for predicting the total number of corners in a football match. READ MORE
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4. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios
University essay from Uppsala universitet/Avdelningen för systemteknikAbstract : Stressed Value-at-Risk (VaR) is a statistic used to measure an entity's exposure to market risk by evaluating possible extreme portfolio losses. Stressed VaR scenarios can be used as a metric to describe the state of the financial market and can be used to detect and counter procyclicality by allowing central clearing counterparities (CCP) to increase margin requirements. READ MORE
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5. How Do Unexpected Changes in Interest Rates Explain the Variation of Excess Return: Testing an Extended Fama–French Five-Factor Model on the Swedish Stock Market
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : In the realm of asset pricing models, the Fama-French five-factor model has become a foundational framework for explaining the variation of excess stock returns. However, as financial markets continue to evolve, there arises a need to explore potential extensions to capture additional sources of risk and return. READ MORE