Essays about: "risk return profile"
Showing result 11 - 15 of 26 essays containing the words risk return profile.
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11. The predictive power of stock style: size, value-growth orientation and the shape of the future return distribution
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : While there has been extensive research trying to explain the variability in the cross-section of expected stock returns, the predictability of other shape characteristics of the future return distribution is a less studied subject. This thesis investigates the relationship between the size and value-growth orientation of stocks (as measured according to Morningstar) and the shape parameters of their future returns. READ MORE
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12. Risk Adjusted Performance Analysis of Corporate High-Yield Bonds
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper evaluates whether corporate high-yield bond returns can be explained by the Fama French Factors and other accepted factors as commonly used when analyzing equity excess returns. As high yield bonds exhibit a somewhat similar return profile as equities, the hypothesis is furthermore that their excess returns should to a significant extent be explained by the same risk-factors. READ MORE
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13. Green bonds and non-financial value : a study of the Swedish green bond market
University essay from SLU/Dept. of EconomicsAbstract : Human-caused climate change in form of rising temperatures and sea-level rise are already being seen in many places. To avoid permanent effects on society the goal is to limit global temperature rise at two degrees Celsius above pre-industrial levels. READ MORE
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14. An Extreme Value Approach to Modeling Risk of Extreme Rainfall in Bangladesh
University essay from Lunds universitet/Matematisk statistikAbstract : The extreme value theory has been applied on daily rainfall in the five most exposed areas of Bangladesh between the years 1980-2016 in order to esti- mate extreme rainfalls for the next 10, 50 and 100 years. These types of computations are necessary for optimising planning and preparations for ex- treme future rainfalls which can lead to minimising property damage and ultimately saving lives. READ MORE
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15. The Black Litterman Asset Allocation Model : An empirical comparison of approaches for estimating the subjective view vector and implications for risk-return characteristics
University essay from Linköpings universitet/NationalekonomiAbstract : Background In the early 90’s, Black and Litterman extended the pioneering work of Markowitz by developing a model combining qualitative and quantitative research in a delicate optimization process. It allows for a subjective view parameter in a quantitative model and with absent views, the investor will have no reason to deviate from the market equilibrium portfolio. READ MORE
