Search for dissertations about: "trading risk"

Showing result 1 - 5 of 45 swedish dissertations containing the words trading risk.

  2. 1. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

    Author : Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

    Abstract : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. READ MORE

  4. 2. Insiders’ outside/Outsiders’ inside : Rethinking the insider regulation

    Author : Ulrika Sjödin; Thomas Bay; Pierre Guillet de Monthoux; Elton G. McGoun; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Financial trade; speculation; insider trading; insider regulation; market professionals; law; game rule; gambling; economy; financial markets; desire; investment; risk; symmetric information; genealogy; deconstruction; Business studies; Företagsekonomi;

    Abstract : Financial speculation has increased dramatically over the last 30 years. This means that a practice that used to be viewed as immoral gambling has become legitimate financial trade. This book explores the genealogy of the coexisting insider trading laws. READ MORE

  5. 3. On the returns of trend-following trading strategies

    Author : Christian Lundström; Tomas Sjögren; Jussi Nikkinen; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bootstrap; Commodity Trading Advisor funds; Contraction-Expansion principle; Crude oil futures; Futures trading; Opening Range Breakout strategies; S P 500 futures; Technical analysis; Time series momentum; Time-varying market inefficiency; nationalekonomi; Economics;

    Abstract : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. READ MORE

  6. 4. Essays on Insider Trading and Initial Public Offerings

    Author : Abu Chowdhury; Jarkko Peltomäki; Tor Brunzell; Mika Vaihekoski; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Insider trading; Discretionary accruals; Information asymmetry; Opportunistic trades; Contrarian beliefs; Superior information; Monday IPOs; Underwriters; Institutional holdings; Delisting; Distance to default; företagsekonomi; Business Administration;

    Abstract :    This thesis consists of four self-standing articles on insider trading, initial public offerings and delisting of corporate firms.   The first paper in this thesis investigates whether insiders, in an asymmetric information environment, manipulate the earnings of a firm to influence investors’ perceptions of firm value in order to benefit from their trades. READ MORE

  7. 5. Essays on Risks in Investment Strategies

    Author : Ian Khrashchevskyi; Ai Jun Hou; Jarkko Peltomäki; Mika Vaihekoski; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; investment strategies; risk; hedging; diversification; derivatives; safe haven; investor behavior; financial education; företagsekonomi; Business Administration;

    Abstract : This dissertation contains three articles, which investigate different types of risks investors encounter during the investment process.Article I investigates the relation between macroeconomic risk and higher-moment moment risk premia. READ MORE