Essays about: "securities finance"

Showing result 1 - 5 of 26 essays containing the words securities finance.

  1. 1. A Study on Algorithmic Trading

    University essay from KTH/Hälsoinformatik och logistik

    Author : Philip Hägg; [2023]
    Keywords : Algorithms; financial engineering; software engineering; algorithmic trading; tech- nical analysis; Algoritmer; Finansiell matematik; Mjukvaruutveckling; Algoritmisk aktiehandel; Teknisk analys;

    Abstract : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. READ MORE

  3. 2. A multi-gene symbolic regression approach for predicting LGD : A benchmark comparative study

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Hanna Tuoremaa; [2023]
    Keywords : Symbolic regression; loss given default; credit risk; logit transformed regression; beta regression; multi-gene genetic programming; regression tree;

    Abstract : Under the Basel accords for measuring regulatory capital requirements, the set of credit risk parameters probability of default (PD), exposure at default (EAD) and loss given default (LGD) are measured with own estimates by the internal rating based approach. The estimated parameters are also the foundation of understanding the actual risk in a banks credit portfolio. READ MORE

  4. 3. Algorithms for Order Matching in Securities Lending

    University essay from Umeå universitet/Institutionen för fysik

    Author : Thobias Ivarsson; [2021]
    Keywords : securities finance; securities lending; order matching; algorithms;

    Abstract : Securities Lending is a significant part of the financial industry. One important part of the securities lending business is how to match different lending and borrowing orders to maximize profits as a middle man. However, order matching is not always as straightforward as it may seem. READ MORE

  5. 4. Dollar-Cost Averaging Versus Lump-Sum-Investing : Evidence from Sweden

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Ludwig Eriksson; Philip Fransson; [2021]
    Keywords : ;

    Abstract : Dollar-Cost Averaging (DCA) is a popular investment strategy for purchasing equity securities. Even though previous research shows that DCA is somehow inefficient, it has remained a default strategy widely recommended by financial advisors worldwide. READ MORE

  6. 5. ESG Investing through ETFs - An effective way to circumvent volatility?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Agnes Strignert; Ellen Malm; [2021]
    Keywords : ETFs; ESG; sustainability; volatility; GARCH.; Business and Economics;

    Abstract : This study highlights relatively new investment phenomena such as ETF investing and forthcoming trends in placement strategies to incorporate long-term visions and sustainable holdings. ETFs are popular for several reasons, but the investment vehicle also has some embodied volatility, in contrast to more traditional securities, making them less desirable for the risk-averse investor. READ MORE