Essays about: "price of risk"
Showing result 1 - 5 of 658 essays containing the words price of risk.
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1. Beyond the Crisis: A Safe Haven Analysis : Empirical Insights into the Divergence of Gold and Bonds for Portfolio Hedging
University essay from Umeå universitet/FöretagsekonomiAbstract : Purpose: This thesis investigates the relationship concerning traditional safe haven assets, gold and US 10-year treasury bonds during periods of market instability, specifically during the economic concerns raised by the COVID-19 pandemic. It assesses the hedging and safe haven properties of these assets and their dynamic nature throughout two periods of unconventional monetary and fiscal policy measures by the Federal Reserve & US Congress respectively. READ MORE
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2. Combining Value Investing with Quality Investing: Empirical Evidence from the European and Nordic Stock Markets
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The aim of this thesis is to explore whether stock selection based on five value metrics and six quality metrics can generate superior returns compared to the overall market. The selected markets are the Nordic one (Nasdaq OMX Nordic 120 being the benchmark) and the European one (STOXX Europe 600 being the benchmark), while the selected time period is 2001-2023 for Europe and 2010-2023 for the Nordics. READ MORE
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3. Variation Management Strategies for Future Construction Sites: A study to address role of an equipment rental business in the energy transition
University essay fromAbstract : Construction sites are facing challenges with high power peaks due to electrificationof heavy equipment where potential consequences are increased power tariffs locallyand risk of limited power supply. Another development is an increased intermittentpower supply due to more wind- and solar power in the electricity system, whichcauses price fluctuations. READ MORE
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4. Unlocking Value from Within Exploring Ownership’s Impact on Discounts to Net Asset Values in the Swedish Real estate market
University essay fromAbstract : In recent times, the economy has undergone a rapid transformation, characterized by a notable increase in interest rates. As a consequence, real estate firms have been particularly impacted by these changes. This paper aims to investigate whether the type of ownership in a firm can influence the discount to net asset value. READ MORE
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5. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH
University essay from Göteborgs universitet/Graduate SchoolAbstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE