Essays about: "target volatility"
Showing result 1 - 5 of 18 essays containing the words target volatility.
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1. The Science Based Targets initiative: Its impact on the financial results and the determinants to joing
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : We are currently experiencing a climate crisis. The planet’s temperature is rising considerably due to the emission of greenhouse gases generated by human activities. This situation poses a challenge for everyone, including companies. Private sector actors are taking actions to mitigate the consequences of climate change, such as global warming. READ MORE
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2. Dissecting Inflation: The effects of inflation volatility on economic growth
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Price stability has become an increasingly important target of policy makers. However, the debate on the effects of inflation and economic growth is by no means settled. READ MORE
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3. Time Dependencies Between Equity Options Implied Volatility Surfaces and Stock Loans, A Forecast Analysis with Recurrent Neural Networks and Multivariate Time Series
University essay from KTH/Matematik (Avd.)Abstract : Synthetic short positions constructed by equity options and stock loan short sells are linked by arbitrage. This thesis analyses the link by considering the implied volatility surface (IVS) at 80%, 100%, and 120% moneyness, and stock loan variables such as benchmark rate (rt), utilization, short interest, and transaction trends to inspect time-dependent structures between the two assets. READ MORE
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4. Volatility Managing Strategy - A Strategy for Mitigating Risk and Stabilizing Risk-adjusted Return
University essay from KTH/Matematisk statistikAbstract : Volatility managing strategies have gained attention over the last few years due to theiralleged ability to increase portfolio return and mitigate risk. This thesis examines the performance and risk of a portfolio using such a strategy on the Swedish equity market. The strategy is dependent on the forecasting of volatility. READ MORE
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5. Reference Point Prices in Mergers and Acquisitions and the Influence of Information Asymmetry: Evidence From the UK
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This thesis examines the role of past peaks in target share prices as reference points in mergers and acquisitions in the UK, with a focus on target 52-week high share prices. The results indicate that there is a positive, non-linear relationship between past peak share prices and offer prices. READ MORE