Search for dissertations about: "Risk effect"

Showing result 1 - 5 of 2616 swedish dissertations containing the words Risk effect.

  1. 1. Essays on Credit Risk

    Author : Caren Guo Nielsen; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; 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. Risk and Rationality : Effects of contextual risk and cognitive dissonance on (sexual) incentives

    Author : Andréa Mannberg; Karl-Gustaf Löfgren; Magnus Johannesson; Umeå universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; HIV AIDS; Health risk; Uncertainty; Risk aversion; Self-Control; Time-inconsistency; Cognitive dissonance; Regret; Norms; Social identity; Economics; Nationalekonomi; Economics; nationalekonomi;

    Abstract : Paper [I] theoretically analyzes how the level and uncertainty of future prospects affect incentives to abstain from sexual risk taking in the presence of HIV. The results suggest that, for individuals with limited access to HIV treatment, uncertainty of future health may be an important factor driving unsafe sex practices and support the empirical finding of a weak link between sexual behavior, HIV prevalence, and HIV knowledge in poor countries; therefore suggesting that AIDS policy needs to be calibrated in order to fit within different social contexts. READ MORE

  3. 3. Abandoning Silos for Integration: Implementing Enterprise Risk Management and Risk Governance

    Author : Sara Lundqvist; Företagsekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Enterprise risk management; holistic risk management; risk management; risk governance; corporate governance; credit risk; credit ratings; credit default swap spreads;

    Abstract : Firms began to abandon the “silo” approach to risk management for more integration in the risk management system. Enterprise risk management (ERM) emerged as a framework for the management of integrated risks in a strategy setting supported by risk governance. READ MORE

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

    Author : S.Nurmaya Musa; Ou Tang; Jan Olhager; David Zhang; Linköpings universitet; []
    Keywords : 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. Take a risk : social interaction, gender identity, and the role of family ties in financial decision-making

    Author : Emma Zetterdahl; Thomas Aronsson; Niklas Hanes; Jörgen Hellström; Paolo Sodini; Umeå universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; 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