Uppsatser om value at risk
387 uppsatser · sida 17 av 26
- en studie av Modigliani & Millers teorem
Kandidatuppsats · Södertörns högskola
… with MM’s proposition I regarding capital structures independence of the firm value. However, proposition II that states that an increase in the debt/equity ratio is shown in a higher return of equity is not valid in this case.
Hur skulle en fond konstruerad enligt portföljoptimeringsmodeller utvecklas i jämförelse med index?
Magisteruppsats · Stockholms universitet
… Markowitz Approach, Mean-Absolute-Deviation, Minimum-Regret and Conditional Value-at-Risk of which the three latter are based on generated scenarios. The behaviour of these models was studied for different choices of parameters such as backward time-horizon and targeted average …
Examensarbete, avancerad nivå · Uppsala universitet
… By comparing levels of phosphorus in the summer of 2002 with a ten-year median value, a phosphorus related sensitivity to climate change has been analyzed for 55 Swedish lakes. This sensitivity has then been related to several parameters of which in particular the lake …
Examensarbete, avancerad nivå · Uppsala universitet
… environmental investigations have been compared with theoretical literature values and modelling results. The results show that there is a large natural variation in the data and that the differences between different areas are quite large. The results confirm the theory that …
Examensarbete, avancerad nivå · Uppsala universitet
… Analyst”. It is shown in this study that due to uncertainty in available model values and the time consuming data manipulation, it is unlikely that calculations of pollution loads with GIS will be used to any larger extent in EIA. To carry out visual assessments with help of GIS …
Kandidatuppsats · Lunds universitet
… of awareness and the risk of confusing the professional opinion with personal values. What affected the servants seemed to be somewhat different but a personal influence was recognized by everybody. The common way of securing an objective way of thinking was to discuss the cases …
Magisteruppsats · Lunds universitet
… The bureaucrats can thereby be expected to be torn between different sets of value systems, roles and obligations towards the state and towards the hidden people. In this master thesis, I examine how five bureaucrats motivate their acting for the sake of the hidden people in …
Magisteruppsats · Lunds universitet
… showed that the Real Option approach can have some negative impact on the firm value, due to an increased risk exposure, but it is believed that the positive effects, namely the drastic increase in profits and the improvement in customer service levels, will overcompensate its …
Examensarbete · SLU
… have to graze semi-natural pastures. These pastures have a lower nutritional value than fertilized pastures and the yield is also less. The pasture enriches the countryside and the producer is entitled to contributions from the European Union. A good grazing strategy is entitled …
Examensarbete · SLU
… pre-commersila thinning could be expected to be lower than the estimated values. According to this study the location of the objects was in line with general recommendations fore natural regenerations below seed trees, despite the fact that eight of the objects did not meet the …
hur svenska lantbrukare agerar för att anpassa sig till sockerreformen
Examensarbete · SLU
… models, internal locus of control, less risk aversion and more expressive values.
Äldre människor berättar
Kandidatuppsats · Högskolan i Jönköping
… mäta koncernens marknadsrisk. Expected Shortfall bygger på det mycket populära Value at Risk, men uppvisar ytterligare några fler positiva egenskaper. Vi rekommenderar att Lantmännenkoncernen använder sig av Expected Shortfall i arbetet med att kvantifiera sin finansiella …
En kvalitativ studie om att förhålla sig till kulturell bakgrund som kompetens
Kandidatuppsats · Växjö universitet
… and background and how they perceive that their cultural competences are being valued when they apply for a job. To examine this, the following problematic was used: How does a person who has been brought up with both the Swedish culture and another culture look at using this as …
The potential leakage of phosphorus from sediment in Lake Bornsjön, south western Stockholm
Magisteruppsats · Södertörns högskola
… amount in the water during 2006 May-October was 17,27 ?g P/L and by this value the lake is a mesotrophic lake. The results from the comparison between different methods to analyse phosphorus show that the methods give quite similar results but the fractionation method is the …
C-uppsats · Göteborgs universitet · 2007
… for four outof six days in the ex-dividend period when calculating a mean value over allfive years. However, when controlling the results with statistical tests, onlythe ex-dividend day and the ex-dividend day + 2 can be proved to haveabnormal returns with somewhat high …