Sökning: "asset risk"

Visar resultat 1 - 5 av 113 avhandlingar innehållade orden asset risk.

1. 1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

   Författare :Axel Hedström; Gazi Salah Uddin; Ali M. Ahmed; Ugur Soytas; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Spillovers; systemic risk; risk modeling; risk dependence; asymmetric risk; energy finance; Spillovers; systemisk risk; riskmodellering; risk påverkan; asymmetrisk risk; energifinans;

   Sammanfattning : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. LÄS MER

3. 2. Essays on Credit Risk

   Författare :Caren Guo Nielsen; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

   Sammanfattning : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. LÄS MER

4. 3. Take a risk : social interaction, gender identity, and the role of family ties in financial decision-making

   Författare :Emma Zetterdahl; Thomas Aronsson; Niklas Hanes; Jörgen Hellström; Paolo Sodini; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset allocation; Behavioral finance; Divorce; Financial literacy; Financial risk-taking; Gender identity; Household finance; Panel data; Propensity score matching; Risky asset share; Risk aversion; Saving behavior; Stock market participation; Social interaction; Trust; Economics; nationalekonomi;

   Sammanfattning : This thesis consists of an introductory part and four self-contained papers related to individual financial behavior and risk-taking in financial markets.In Paper [I] we estimate within-family and community social interaction effects upon an individual’s stock market entry, participation, and exit decision. LÄS MER

5. 4. Making the Dead Alive : Dynamic Routines in Risk Management

   Författare :Martin Lundgren; Åsa Ericson; Johan Holmqvist; Stewart James Kowalski; Luleå tekniska universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Risk management; information security; routine; practice; asset identification; risk analysis; risk treatment; organizational aspects; Information systems; Informationssystem; Centrumbildning - Centrum för säkerhet i samhälle och kritiska infrastrukturer CISS ; Centre - Centre for Critical Infrastructure and Societal Security CISS ;

   Sammanfattning : Risk management in information security is relevant to most, if not all, organizations. It is perhaps even more relevant considering the opportunities offered by the digitalization era, where reliably sharing, creating, and consuming information has become a competitive advantage, and information has become an asset of strategic concern. LÄS MER

7. 5. Asset Mispricing

   Författare :Carl Barkfeldt; Rickard Sandberg; Katarzyna Cieslak; Erik Wikberg; James Ohlson; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Market efficiency; Mispricing; Fundamental valuation; Business Studies; Företagsekonomi;

   Sammanfattning : This dissertation studies the pricing of stocks in capital markets. It comprises five chapters, where the first serves as an introduction. The subsequent four chapters are each written as self-contained research papers. LÄS MER