Sökresultat:
5864 Uppsatser om Risk measurement - Sida 25 av 391
Ska jag placera aktivt eller passivt? : En studie om premiepensionsvalet
Intention: The purpose of this thesis is to see if an active investment decision in the Swedish Premium Pension System would result in a higher return than a non-active investment decision. A non-active investment decision is equivalent to leaving the money in AP7 Premium Savings Fund.Method: This thesis is a statistical analysis and has a descriptive character in which the calculations are based on secondary data, thus the thesis has a quantitative character. Furthermore three active portfolios in different risk categories have been chosen. These portfolios are compared with the AP7 Premium Savings Fund?s returns.
En empirisk studie av Value-at-Risk-prediktering med hjälp av GARCH-modeller
This paper describes a study examining four different GARCH models AR(1)-GARCH(1,1), AR(1)-EGARCH(1,1), AR(1)-APGARCH(1,1) and AR(1)-GJR-GARCH(1,1), and their ability to predict future volatility and thereby providing more reliable estimates for Value-at-Risk. The study is based on daily observations for the return of the OMX Stockholm 30 Index, during the time period 31st December 1996 to 29th December 2006. The coefficients for these GARCH models have been estimated using a five-year rolling estimation window, with one-year lags, for five different in-sample-periods. These five in-sample-periods, and the coefficients given by them, have been used to generate five out-of-sample predictions for the volatility in each year. Using these volatility predictions, the daily Value-at-Risk has been calculated for confidence intervals of 90 percent, 95 percent, and 99 percent, respectively, during the time period between 1st January 2001 and 29th December 2006.
Barnplagg i alla storlekar
I studien tas måttlistor fram för tre barnplagg med funktionsdetaljer. Plaggen graderas för att kontrollera att skillnadsintervallerna är rimliga att skicka vidare till produktion. Studien genomförs mot ett företag som uppgiften utformas tillsammans med och som bidrar med material i form av tyg, provplagg att utgå ifrån, samt handledning.Metoden för studien är huvudsakligen experimentell forskning i form av avmätning, konstruktion, gradering och sömnad. Underlag för den experimentella forskningen består av litteratur. Huvudfokus ligger på gradering då plaggen i studien omfattar ett stort storleksspann innehållande 12 storlekar vilka är 86-152 centilong.
Svenska myndigheters användning av sociala medier : Vilka mål har myndigheterna med sitt användande av sociala medier samt hur mäter myndigheterna effekten av sitt arbete?
Swedish authorities have been dealt a mission by the Swedish state, where each agency works on the basis of their assignment. Communication has become more and more important for authorities, there are several reasons for the use of communication and they may differ from authority to authority. Some authorities claim that the purpose of the communication work is to create awareness and recognition among citizens. A communication form that has become increasingly important for government agencies is social media, according to the government authorities should implement social media in their communication work because it is very important that the authorities are available where the citizens are. Previous research has focused on the risks and opportunities that the social media generates for the public sector.
Fonders avkastning -en variabelanalys av fonders avkastning under ekonomisk upp- och nedgång
Vårt syfte är att ta reda på mer om vad som påverkar fonders avkastning och om detta skiljer sig åt i ekonomisk uppgångs- respektive nedgångsperiod. För att uppfylla vårt syfte har vi använt oss av regressionsanalyser med avkastning som beroendevariabel och variablerna: standardavvikelse, beta, storlek, TKA och omsättningshastighet som förklarande variabler. Vi har använt portföljvalsteori med dess ingående variabler avkastning och risk. Även begrepp som CAPM och beta gås igenom. Detta följs av det aktuella forskningsläget inom ämnet.
Design och konstruktion av mätuppställning för induktiv mätning av magnetisk spinndynamik
Development in spin dynamic occurs in the whole world because of therising demands on fast electronic storage for example hard drivesand RAM (Random Access Memory). Measuring the spin resonance of amaterial gives you the insight of the theoretical speed for amagnetic memory. This means the maximum storage speed is below thefirst resonance. All magnetic materials have different propertiesthat will inflict the resonance frequency which brings that theconstructors of memories need to know which magnetic material theywill use to obtain best results. In the market for normal users themaximum storage speed in a RAM memory is 1.6 GHz.
Hållbar avkastning : En studie av hur finansiella institutioner engagerar sig i företags arbete med CSR
Purpose: The purpose of this paper is to describe the perception of value and risk in CSR as well as analyzing how financial institutions influence responsible behavior in business in order to create sustainable economic growth.Methodology: The study has a qualitative research method used by an abductive process. Data has been collected through semi-structured interviews with respondents from three venture capital companies and three banks. The sample of respondents was done through a convenience sample with respect to access and expertise in the research area.Conclusion: The most important meanings of the research results have shown that CSR holds an intrinsic value concerning contributing value as its conceptual meaning in terms of sustainable development. CSR can also be regarded as a dimension of risk management to reduce the risk of negative externalities on corporate activities. Investors and financiers contribute to sustainable companies through active ownership and improvements in the CSR dimensions.
Mätning och utvärdering av innovation : "What gets measured gets done"
This Master of Science Thesis was a complement project to the PIEp study MENTOL, carried out at a Swedish midsize medical device company.. PIEp nationally works for a long-term increase of the innovation capability of people and organizations. The purpose of this study was to find measuring parameters of innovation that fit medium-sized technological companies and organizations, Another purpose was to evaluate an innovation investment at the company, consisting of external consultant?s education of key personnel in innovation, and a two day innovation seminar with all personnel at the company participating. The methods used during this Master of Science Thesis were: feasibility and literature studies about innovation and innovation measurements, quantitative and qualitative interviews, surveys and workshops.For an accurate measure of innovation it is crucial to a have full understanding of what innovation is, and clarity of the purpose of the measurement itself.
Greklandskrisens påverkan på bankernas interna risker : En studie om svenska storbankers kreditrisk
Background: 2009 it has occurred a crisis in some of the member states of the European Union: Spain, Portugal, Italy, Ireland and Greece. Despite, some major banks in the world had begun to recover from the financial crisis that occurred from 2007 until 2009, there were still banks who found it difficult to survive. Greece is one of the countries that suffered from the financial crisis. The high budget deficit and the unsustainable debt are underlying the crisis.Banks as financial intermediaries have important function in a nation?s economy.
Ger Hedgefonder högre riskjusterad avkastning än Traditionella fonder? : En jämförelsestudie mellan Hedgefonder och Traditionella fonder
Purpose: The purpose of this study is to examine whether hedge funds generate higher risk-adjusted returns than traditional managed funds in Sweden.Methodology: This study was based on quantitative data about the funds historical returns. The funds historical returns were taken from the database Morningstar and the risk-free rate from the Swedish central bank. Random samples of 36 funds have been divided into three portfolios in the form of a hedge fund portfolio, stock portfolio and mix fund portfolio.Result & Conclusion: The study concluded that the stock portfolio has shown the highest average yield for the study period where all portfolios below market index. Hedge fund portfolio has achieved the highest risk-adjusted return calculated by the portfolios Sharpe Ratio. Of all hedge strategies, arbitrage had the highest average return and risk-adjusted returns..
Konstruktion av förstärkare och insamplingssteg till en PSAADC i 0.25 um CMOS
The aim and goal of this work has been to design and implement a voltage reference network for a 12-bit PSAADC, Parallell Successive Analog to Digital Converter. A chip containing the design has been sent away for fabrication. Because of the long processing time, no measurement data are presented. The main specifications for the voltage reference generator is to generate stable reference voltages with low noise and a good PSRR. Efforts has also been made to minimize the power consumption..
Stick- och skärskador inom hälso- och sjukvård. En litteraturstudie.
Studien handlar om stickskador och skador med vassa föremål inom hälso- och sjukvård. Dessa skador är en risk som hälso- och sjukvårdspersonal utsätter sig för i sitt dagliga arbete. Stick- och skärskador är direkt förenade med risk för blodburen smitta såsom HIV, HCV och HBV. Litteraturstudien baserades på befintlig kvantitativ forskning och syftet med studien var att i vetenskaplig litteratur undersöka vilka faktorer som kan påverka sjukvårdspersonals hantering av stickande/skärande föremål. De faktorer som identifierades var; personrelaterade orsaker, materiella orsaker samt organisatoriska orsaker.
Belåning av aktier : har riskerna underskattats?
Investors? use borrowing as a way to profit from leverage advantages in their portfolios.When investors borrow with their securities as safety for the loan and the value of thesecurities decrease the investor can get a portfolio with more credit than what is covered bythe value of the securities and risk huge losses. To what extent an investor is allowed toborrow with his portfolio as safety depends on the bank or broker and varies between theproviders. By studying available material and in addition to that making an empirical study Iattempt to find out the reason for the varying degrees of leverage possibilities between thebrokers and how the degree of maximum borrowing on the securities are decided. Thefindings show that decision of leverage degree on a security is made after first making aquantitative analysis of the stocks volatility and liquidity and thereafter make a qualitativeanalysis of the company.
Riktvärden för förorenad mark : En undersökning av hur riktvärden för förorenad mark har förändrats gentemot tidigare riktvärden samt hur de påverkas av variationer i geologiska och hydrogeologiska parametrar
Risk assessment is made to determine risks with contaminated areas and to determine which treatment the area requires. In Sweden, risk assessment is divided into three levels: risk analysis, facilitated risk assessment and detailed risk assessment. In detailed risk assessment site-specific guideline values are developed to compare with values of contaminants that are measured in the area.Site-specific guideline values vary with geological and hydrogeological parameters. The purpose of this report is to examine which of these parameters that affect the guideline values. The examination was done using a calculating program for consideration from the Swedish Environmental Protection Agency from the year of 1997.
Prevention vid risk för diagnosen Metabolt syndrom
Syftet med vår litteraturstudie är att beskriva hur en livsstilsförändring och livstilsskillnader kan påverka utvecklingen av det metabola syndromet, samt hur sjuksköterskan kan medverka med hjälp och stöd vid livsstilsförändringar. Frågeställningar är: Vad är effekten av en livsstilsförändring vid risk för metabolt syndrom? Hur kan sjuksköterskan medverka till prevention av det metabola syndromet? 10 vetenskapliga artiklar användes i litteraturstudien för att besvara ovanstående frågeställningar. Resultatet i denna litteraturstudie visar att en livsstilsförändring har en stor och avgörande betydelse vid risk för utvecklande av metabolt syndrom. Denna studie visar även på att sjuksköterskan, genom att ge individuell rådgivning och stöd i form av kontakt via telefon, Internet samt sedvanliga mottagningsbesök har en betydande roll i preventionsarbetet vid detta tillstånd.