Essays about: "stocks ."

Showing result 21 - 25 of 980 essays containing the words stocks ..

1. 21. Robust Portfolio Optimization

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Anna Mårtensson; Edith Frisk Gärtner; [2023]
   Keywords : Mathematics; Optimization and Systems Theory;

   Abstract : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. READ MORE

3. 22. Bulding Resilient Supply Chain : A Qualitative Study of How Covid-19 Affected Supply Chain Resilience in Swedish Small and Medium-Enterprises

   University essay from Umeå universitet/Företagsekonomi

   Author : Robin Synnergren; Jacob Brauer; [2023]
   Keywords : Supply Chain Management; Covid-19 Pandemic; Small and Medium-Sized Enterprises; Supply Chain Resilience Supply Chain Disruption;

   Abstract : Modern supply chains are often characterized by carefully planned and interconnected processes that seamlessly integrate with each other. Supply chains are often efficientduring a stable business environment but are highly vulnerable to risks and disruptions. READ MORE

4. 23. On Predicting Price Volatility from Limit Order Books

   University essay from Uppsala universitet/Matematiska institutionen

   Author : Reza Dadfar; [2023]
   Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

   Abstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE

5. 24. Impact of Inflation on Return and Pricing of Swedish Bank Stocks : A Fama-French Analysis on Monthly Stock Returns and Pricing of Handelsbanken, Swedbank, SEB and Nordea

   University essay from Uppsala universitet/Nationalekonomiska institutionen

   Author : Carl Westerberg; Elvin Rolder; [2023]
   Keywords : Asset Pricing Theory; CAPM; Carhart; Fama-French; Fama-Macbeth; Inflation; NII;

   Abstract : This study explores the influence of inflation on the monthly total stock returns and stock pricing of Swedish banks. The research question is systematically examined througha cross sectional and time series analysis, utilizing Fama-French, Carhart, and Fama-Macbeth metodologies. READ MORE

6. 25. On modelling OMXS30 stocks - comparison between ARMA models and neural networks

   University essay from Uppsala universitet/Matematiska institutionen

   Author : Irina Zarankina; [2023]
   Keywords : ARMA; ARIMA; LSTM; time series; statistics;

   Abstract : This thesis compares the results of the performance of the statistical Autoregressive integrated moving average (ARIMA) model and the neural network Long short-term model (LSTM) on a data set, which represents a market index. Both models are used to predict monthly, daily, and minute close prices of the OMX Stockholm 30 Index. READ MORE