Search for dissertations about: "Market Risk"

Showing result 1 - 5 of 368 swedish dissertations containing the words Market Risk.

  1. 1. Essays on Credit Risk

    Author : Caren Guo Nielsen; [2015]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    Abstract : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. READ MORE

  2. 2. Take a risk social interaction, gender identity, and the role of family ties in financial decision-making

    University dissertation from Umeå : Umeå University

    Author : Emma Zetterdahl; Thomas Aronsson; Niklas Hanes; Jörgen Hellström; Paolo Sodini; [2015]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset allocation; Behavioral finance; Divorce; Financial literacy; Financial risk-taking; Gender identity; Household finance; Panel data; Propensity score matching; Risky asset share; Risk aversion; Saving behavior; Stock market participation; Social interaction; Trust; Economics; nationalekonomi;

    Abstract : This thesis consists of an introductory part and four self-contained papers related to individual financial behavior and risk-taking in financial markets.In Paper [I] we estimate within-family and community social interaction effects upon an individual’s stock market entry, participation, and exit decision. READ MORE

  3. 3. Essays on Corporate Risk Management

    University dissertation from Umeå : Umeå University

    Author : Håkan Jankensgård; [2011]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Risk management; risk measurement; hedging; enterprise risk; centralization;

    Abstract : Companies spend a lot of attention and resources on something commonly referred to as ‘risk management’. Despite its apparent importance and intuitive appeal, corporate risk management is fraught with many difficulties, both on the conceptual and practical level. READ MORE

  4. 4. Supply Chain Risk Management Identification, Evaluation and Mitigation Techniques

    University dissertation from Linköping : Linköping University Electronic Press

    Author : S.Nurmaya Musa; Ou Tang; Jan Olhager; David Zhang; [2012]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Supply chain risk management; risk analysis; risk control; co-citation; system dynamics; modelling;

    Abstract : Supply chains have expanded rapidly over the decades, with the aim to increase productivity, lower costs and fulfil demands in emerging markets. The increasing complexity in a supply chain hinders visibility and consequently reduces one’s control over the process. READ MORE

  5. 5. Essays on Corporate Exposure to Macroeconomic Risk

    University dissertation from Department of Business Administration, Lund University

    Author : Niclas Andrén; [2001]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; inflation; interest rates; macroeconomic exposure; exchange rates; risk exposure; risk;

    Abstract : Uncertainties in the macro economy are important sources of risk in today’s business world. Unexpected changes in exchange rates, interest rates, and inflation rates can lead to changes in corporate wealth and competitiveness and, in the extension, corporate market values – to what extent is the topic of this thesis. READ MORE