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5979 Uppsatser om Risk-adjusted return. - Sida 14 av 399
Kursåtergång - Är Stockholmsbörsen effektiv
En sammanfattning av uppsatsen på maximalt 8000 tecken..
Risken för översvämningar vid de svenska kärnkraftverken : en statistisk och historisk extremvärdesanalys
This thesis investigates the overall risks of flooding over the Design Basis Flooding Level (DBFL) at the Swedish nuclear power plants (Oskarshamn, Ringhals and Forsmark), using statistical data and methods, but also considers historical events which might affect the overall risk of flooding at the specified sites.Considering the nuclear accident which happened in Fukushima in conjuction with the earthquake and tsunami which struck eastern Japan on 11 March 2011, operators and licensors of nuclear power plants all over the world conducted reviews and investigations on the overall risks posed to the plants from external events. One important such event is extreme water level.One part of the thesis includes an extreme value analysis (using Generalized Extreme Value distribution and Generalized Pareto distribution) of water level data from SMHI (Sweden's Meteorological and Hydrological Institute) measured at stations close to the Swedish nuclear power plants. The results of the statistical studies indicate that considering the return period used in the thesis (100 000 years), the water levels at the Swedish nuclear power plants are not expected to exceed DBFL.The other part of the thesis consists of a historical study of extreme weather-related events. The results of this study indicate that no historical events seem to have occured which would indicate a higher risk of flooding than the one suggested by the statistical study. .
Osäkerheter vid riskanalyser i samband med transport av farligt gods
Risk analysis in connection with transportation of dangerous goods is associated with great uncertainty. In addition there are a number of specific problems that the risk analyst faces when risks associated with transportation of dangerous goods are to be analysed. In this report those problems and uncertainties are described.One of the most important conclusions in this report is that uncertainty analysis within risk analysis in connection to transportation of dangerous goods has to be made more effective..
Drömmen om att segra över marknaden : En jämförelsestudie mellan aktierekommendationer och insidertransaktioner som portföljstrategi
The purpose of this paper is to compare two different portfolio strategies consisting of insider transactions and stock recommendations and examine whether they posses any information advantage. The portfolios are balanced once every three-, six- and twelve- months in the period of 2007-2009. Our results show a pattern for these investment strategies. The portfolio consisting of insider transactions generates a positive return in equity in a negative market environment and the opposite reaction in a positive environment. The result for the portfolio consisting of stock recommendations show a positive return of equity in positive environment and the opposite effect in negative environment. The pattern that has been observed can be classified as an anomaly.
Prissättningen av bostadsrätter: Vilka faktorer påverkar priserna, vad är riktpriset för en lägenhet?: - En mikrostudie av Södermalm i Stockholm
Those who have invested in apartments, i.e. tenant-ownership, within the city centre of Stockholm have gained a higher than expected return on investment due to a buoyant real estate market. During the latest twelve-month period, the prices have risen more than 20 per cent in the city of Stockholm, resulting in an increased wealth together with a higher debt burden among investors. The aim of this thesis is to investigate which factors determine the prices from a micro perspective, and to what extent. An attempt is particularly made to estimate the degree of capitalization of the monthly fees; a factor which has turned out to be important according to other studies; but also to construct pricing models in order to set target prices for apartments.
Riskhantering i IT-projekt : En kvalitativ studie om arbetsmetoder
Many organizations today work in projects, a method of organizing work to provide a clearer focus on goals and more control of every aspect of the assignment. A project is, simply put, a plan to achieve a specific result. In turn, project management means to use various tools and methods to facilitate and streamline the effort towards achieving the goal with the project.Risk management is the activity that refers to finding, identifying and quantify different types of risks and take appropriate action towards reducing or eliminating these risks to the extent possible. With increased use of projects as a method of working the demands for managing risks better become stronger. The question that this thesis tried to answer was: ?What kind of risks does the IT industry think are linked to their projects and in what way does these companies manage these risks??Among the project leaders interviewed, the authors could see a great variation in lines of thought and values regarding the importance of risk management and how risk management should be handled.
Famas och Frenchs två faktorer: proxyvariabler för konkursrisk?
The aim of this study is to examine whether the two factors SMB and HML in the Fama-French Three Factor Model proxy for default risk. The study is based on companies noted on the Stockholm Stock Exchange between 2003 and 2008. These companies are used to create the factors SMB and HML, as well as a default risk factor we call RMS. In a first set of regressions, we examine the explanatory power of the original Fama-French model on a set of portfolios consisting of Swedish companies of different size and book-to-market ratio. The default risk factor RMS is then added to the original Fama-French model.
Risk eller möjlighet? : Riskanalys av Folkhem Produktion AB
Syftet med denna kandidatuppsats är att belysa vad som menas med risk och risk management samt att presentera metoder och modeller inom detta ämne. Vi har använt dessa metoder och modeller samt den redan existerande arbetsordningen hos byggföretaget Folkhem Produktion AB för att genomföra en riskanalys av företaget..
Pensionsfonder : Högre risk ger högre avkastning, eller?
Syfte: Syftet med denna studie är att undersöka om en högre risk ger en fondsparare i PPM högre avkastning vid ett långsiktigt fondsparande och om den avkastningen speglar den risk spararen tar.Metod: En kvantitativ studie som är baserad på sekundärdata, som är inhämtad från Morningstar. 60 pensionsfonder analyseras från tre olika riskkategorier, med en mätperiod på 10 år. Frågeställningarna har besvarats med hjälp av relevanta teorier, hypotesprövning och korrelationsanalys.Slutsats: Efter att ha undersökt dessa PPM-fonder så kan man väl konstatera att en högre risk ger en högre avkastning. Däremot speglar inte avkastningen ökningen i risk, förvisso har högriskfonderna bäst sharpkvot men lågrisk fonderna har bättre än medelriskfonderna, vilket betyder att vi inte kan säga att avkastningen i förhållande till risken blir lika bra eller bättre för att du ökar ditt risktagande..
Effects of brown bear (Ursus arctos) odour on the patch choice and behaviour of different ungulate species
The return of large predators to regions where they were previously extirpated has created a need for knowledge about their effect on prey species, not only their lethal but also their behavioural or risk effects. In this study the behavioural risk effects of brown bear (Ursus arctos) were tested on fallow deer (Dama dama), roe deer (Capreolus capreolus), red deer (Cervus elaphus), moose (Alces alces) and wild boar (Sus scrofa). This was done by using
patches of fur to simulate the presence of the novel predator (brown bear), a novel nonpredator (reindeer (Rangifer tarandus) and no fur as control. These three treatments were then compared. The response variables measured were increased vigilance, decreased feeding time
and change in patch use.
Afasi-vänlig information : inför funktionell undersökning av språk med magnetresonanstomografi (fMRI)
Functional Magnetic Resonance Imaging, fMRI, can be used for analyzing brain activity in subjects performing language tasks. The purpose of this study was to develop aphasia-friendly information adjusted to aphasic subjects participating in fMRI studies. The objectives were to investigate if adjusted information was important for the ability to perform language tasks and if the information could be used for different types of aphasia.Sixteen aphasic subjects participated in the study, six of these underwent fMRI. The participants varied in grade and type of aphasia. They had Swedish as their native language and were aged between 26 and 89, mean 57.
Riskhantering : Hur applicerar svenska fondbolag teoretiska riskhanteringsmodeller i praktiken?
There are different types of risk, examples include credit risk, liquidity risk and financial risk. In DeMarzo & Berk (2011, s. 293) is a study presented which is based on the yield of different types of financial assets between 1925 and 2009, the study show that a high risk gave substantially higher reward. With the study as a background, it is interesting to study practical risk management within participants of the financial markets of Sweden. In risk management there are several theories about whether risk can be calculated and analyzed with scientific methods in practice.
Risk- och sårbarhetsanalys för den kommersiella sjöfarten i Kattegatt
This report is a risk- and vulnerability analysis of how the commercial ship and its goods can be a threat to the environement and to human health in case of a discharge. It present the most common dangerous goods that are transported with ship through Kattegat in the Baltic Sea..
Aktiekursförändringar och sökfrekvens på internet
The purpose of this Bachelor thesis is to analyze if there is a correlation between stock prices and the amount of searches of the companies names on Google. The theories used in the study were Capital Asset Pricing Model (CAPM) and Efficient Market Hypothesis (EMH). Regressions analysis is used as the statistical method to see if there is a significant correlation between the stock prices and the amout of searches of the company name on Google. The data used were the rate of return of three companies (ABB, Oriflame and Sandvik) on the Nasdaq OMX Nordic stock market, the rate of return of the Nasdaq OMX Nordic stock market index (OMX Stockholm_PI) and the Google search frequency from Google Trends on each company. The result showed no significance and the conclusion of the thesis is that there is no significant correlation between the three studied companies and their search frequency on the search engine Google..
Diabetessköterskors information och undervisning till patienter med diabetes
The purpose of this study was to describe how nurses, working in primary health care and responsible for diabetes care, reflected on patient information and education, its? content and experiences of providing it. The study had a descriptive design and seven nurses from seven health care units in the middle of Sweden participated in the study. Data were analyzed with qualitative content analysis. The results are presented in two main categories; ?The information? and ?The procedure?.