Essays about: "target volatility"

Showing result 16 - 18 of 18 essays containing the words target volatility.

  1. 16. Scenario Development for the City of Stockholm Towards a Fossil Fuel Free City by 2050

    University essay from KTH/Industriell ekologi

    Author : Panagiotis Giagkalos; [2012]
    Keywords : Scenario Fossil Fuel Free City of Stockholm;

    Abstract : The City of Stockholm’s energy and climate goals are analyzed and projected in several scenarios. Using the year 2015 as the baseline year, a database covering the energy performance and fuel use within the City is created. This starting point is used to project the performance of the City until the year 2050. READ MORE

  3. 17. An empirical evaluation of Value at Risk

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Martin Gustafsson; Caroline Lundberg; [2009-01-30T09:53:45Z]
    Keywords : Value at Risk; return characteristics; historical simulation; moving average; GARCH; normal distribution; Brentoil; OMXs30; Swedish treasurybills;

    Abstract : In light of the recent financial crisis, risk management has become a very current issue. One of the most intuitive and comprehendible risk measures is Value at Risk (VaR). VaR puts a monetary value on the risk that arises from holding an asset and is defined as the “the worst loss over a target horizon with a given level of confidence”. READ MORE

  4. 18. MEASURING COMMERCIAL BANK PERFORMANCE AND EFFICIENCY IN SUB-SAHARAN AFRICA

    University essay from Institutionen för teknik och samhälle

    Author : BRYAN NGU; Tsegaye Mesfin; [2009]
    Keywords : Bank efficiency; Data Envelopment Analysis DEA ; parametric approach; nonparametric approach; stochastic frontier approach;

    Abstract : This paper offers to measure efficiency of banks in Sub Saharan Africa and its determining input andout put factors on two fonts. At this purpose, we applied the first font; Data Envelopment Analysis(DEA) for assessing efficiency level. The actual and target level of inputs/outputs to foster efficiencyare shown in the results. READ MORE