Essays about: "mathematics of investment"
Showing result 11 - 15 of 32 essays containing the words mathematics of investment.
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11. Illiquidity and Its Threats - A Study of the U.S. Corporate Bond Market
University essay from Lunds universitet/Matematisk statistikAbstract : In recent times of market turmoil, liquidity risk has become a big talking point. As certain Swedish fixed income funds, which were advertised as safe investment options, closed for a few trading days in March of 2020 due to the extremely high stress on the market, questions about how illiquidity a↵ects risk and return were asked. READ MORE
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12. Determining the impact of ESG metrics on the financial performance of public Nordic companies
University essay from KTH/Matematisk statistikAbstract : The use of sustainability within the investment community is becoming increasingly common. More specifically, investors are now more than ever leaning towards ESG scores as a way of incorporating a more holistic approach when making investment decisions. READ MORE
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13. Value at Risk Estimation with Neural Networks: A Recurrent Mixture Density Approach
University essay from KTH/Matematik (Avd.)Abstract : In response to financial crises and opaque practices, governmental entities and financial regulatory bodies have implemented several pieces of legislature and directives meant to protect investors and increase transparency. Such regulations often impose strict liquidity requirements and robust estimations of the risk borne by a financial firm at any given time. READ MORE
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14. Sustainability scores for portfolio performance
University essay from KTH/Matematisk statistikAbstract : In this thesis, the traditional methods of only using ESG scores to screen stocks for sustainable portfolios is broadened. The selection of securities for portfolios will instead depend on aggregation, weighting and normalization of a wider set of sustainability variables, in turn creating more all-encompassing sustainability scores. READ MORE
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15. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting
University essay from KTH/Matematisk statistikAbstract : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. READ MORE