Sökning: "asset risk"

Visar resultat 11 - 15 av 113 avhandlingar innehållade orden asset risk.

  1. 11. Essays on systemic risk and financial market volatility

    Författare :Dominika Krygier; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; systemic risk; Volatility; Volatility forecasting; Bitcoin; implicit guarantees; Financial stability; Leverage; Value-at-Risk; CoVaR; networks; Centrality; interconnectedness; Financial crisis; Stock market; Banks; Financial Markets;

    Sammanfattning : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. LÄS MER

  3. 12. Analysis and improvement of risk assessment methodology for offshore energy installations : Aspects of environmental impact assessment and as-built subsea cable verification

    Författare :Andreas Olsson; Blekinge Tekniska Högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; DST; Decision Support Tools; subsea cables; statistical method; environmental risk; risk of accidents; Systemteknik; Systems Engineering;

    Sammanfattning : In the expansion of offshore sustainable energy systems, there is growing pressure on the environment and permit processes and the accumulation results in much higher total risk for accidents of future assets. Anticipating the problems at the design stage and improving verification is likely to increase energy development and reduce costs. LÄS MER

  4. 13. Financial Volatility and Time-Varying Risk Premia

    Författare :Peter Hördahl; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monte Carlo methods; Term structure of interest rates; Asymmetric variance; Time-varying risk premia; Volatility forecasting; CAPM; Conditional asset pricing models; Stochastic volatility; Volatility modeling; GARCH; Bond option pricing; Financial science; Finansiering;

    Sammanfattning : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. LÄS MER

  5. 14. Essays in empirical asset pricing

    Författare :Johan Parmler; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Capital Asset Pricing Model (CAPM) is the most widely used model in asset pricing. This model evaluates the asset return in relation to the market return and the sensitivity of the security to the market. However, the evidence supporting the CAPM is mixed. LÄS MER

  7. 15. Essays in international risk sharing : Currency strategies and credit cycles

    Författare :Tommy von Brömsen; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : In order to earn excess returns, investors must take on risk. For an international investor that risk can be characterized as either country-specific or global. While the former risks are contained within a given country, global risks are spread across economies and can potentially affect investors around the world. LÄS MER