Essays about: "risk management"

Showing result 1 - 5 of 1583 essays containing the words risk management.

  1. 1. Volatility forecasting using the GARCH framework on the OMXS30 and MIB30 stock indices

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Peter Johansson; [2019-01-22]
    Keywords : Volatility forecasting; Random Walk; Moving Average; Exponentially Weighted Moving Average; GARCH; EGARCH; GJR-GARCH; APGARCH; volatility model valuation; regression; information criterion;

    Abstract : There are many models on the market that claim to predict changes in financial assets as stocks on the Stockholm stock exchange (OMXS30) and the Milano stock exchange index (MIB30). Which of these models gives the best forecasts for further risk management purposes for the period 31st of October 2003 to 30th of December 2008? Is the GARCH framework more successful in forecasting volatility than more simple models as the Random Walk, Moving Average or the Exponentially Weighted Moving Average?The purpose of this study is to find and investigate different volatility forecasting models and especially GARCH models that have been developed during the years. READ MORE

  2. 2. Risk, Resilience and Insurance in Sudanese Pastoralism

    University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Alla Safieldin; [2019]
    Keywords : Climate change adaptation; Disaster risk management; Drought; Index-based livestock insurance; Pastoralism; Risk; Resilience; Sudan; Earth and Environmental Sciences;

    Abstract : The nomadic pastoralists of the Sahel are often identified as a group at the frontline of global climate change. Their existence in arid and semi-arid regions and their reliance on seasonal rainfall are among the factors that contribute to their vulnerability to drought and climate shocks. READ MORE

  3. 3. Green Roof Performance in Cold Climates : A study on how different plants suited for the subarctic climate in northernSweden affects the performances of green roofs

    University essay from Luleå tekniska universitet/Institutionen för samhällsbyggnad och naturresurser

    Author : Jonathan Hjelm; [2019]
    Keywords : Stormwater; Green roofs; Cold climate; Stormwater management;

    Abstract : Increased urbanization leads to an increasing amount of impervious surfaces and a decrease ofthe natural hydrological function. Urban stormwater does thus risk to create high surface flows which could damage the receiving water bodies (e.g. erosion) or the urban area itself (flooding). READ MORE

  4. 4. CSR disclosure and decision usefulness - are firms aware of what information users find as useful? A study investigating the dichotomy in perceptions between reporters and users

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Naosil Hanna; Oscar Bjurviken; [2019]
    Keywords : CSR; Sell-side equity analysts; Equity valuation; Investment relations;

    Abstract : This thesis investigates the identified research gap concerning the area of sell-side equity analysts' informational needs and preferences, relating to the relevance and usefulness of the informational value in CSR disclosure. An exploratory, qualitative study has been made to investigate the dichotomy in perceptions between reporters and users. READ MORE

  5. 5. Maskinell ringbarkning - effektiv metod för att reducera uppslag av asp i föryngringen

    University essay from SLU/School for Forest Management

    Author : Jakob Rehult; [2019]
    Keywords : rotskott; högstubbe; knäckesjuka;

    Abstract : Pine twisting rust (Melampsora pinitorqua) often affects young Scots pine (Pinus sylvestris) plants and causes quality and growth reductions. The attacks have negative economic consequences in commercial forestry. The alternate host for Pine twisting rust is Aspen (Populus tremula). READ MORE