Search for dissertations about: "value at risk VaR"

Showing result 1 - 5 of 85 swedish dissertations containing the words value at risk VaR.

2. 1. Essays on Corporate Risk Management

   Author : Håkan Jankensgård; Företagsekonomiska institutionen; []
   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. 2. Essays on systemic risk and financial market volatility

   Author : Dominika Krygier; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; systemic risk; Volatility; Volatility forecasting; Bitcoin; implicit guarantees; Financial stability; Leverage; Value-at-Risk; CoVaR; networks; Centrality; interconnectedness; Financial crisis; Stock market; Banks; Financial Markets;

   Abstract : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. READ MORE

5. 3. Diabetes Mellitus and Cardiovascular Risk : epidemiology, etiology and intervention

   Author : Aslak Rautio; Kurt Boman; Anna Norhammar; Umeå universitet; []
   Keywords : Diabetes; Cardiovascular risk; epidemiology; myocardial infarction; stroke; fibrinolysis; insulin treatment; Diabetes; kardiovaskulär risk; epidemilogi; hjärtinfarkt; stroke; fibrinolys; insulinbehandling; cardiovascular disease; hjärt- och kärlforskning;

   Abstract : Background: The Framingham Study from 1988 showed a heavy impact of diabetes mellitus (DM) on the risk and prognosis of cardiovascular disease (CVD). Several other studies have confirmed that DM is an independent risk factor for coronary heart disease (CHD) and that patients with DM have a poor prognosis. READ MORE

6. 4. Essays on Risk in International Financial Markets

   Author : Ola Larsson; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Abstract : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. READ MORE

7. 5. Essays on Empirical applications of Real Estate Economics and Finance

   Author : Mo Zheng; Han-Suck Song; Mats Wilhelmsson; Fredrik Armerin; Shahiduzzaman Quoreshi; KTH; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Real Estate Economics and Finance; Hedonic regression; Spatial econometrics; Residential market; Housing index; GARCH; Volatility forecasting; COVID-19; Value-at-Risk; Extreme Value Theory; Fastighetsekonomi och finans; Hedonisk regression; Spatial ekonometri; Bostadsmarknad; Bostadsindex; GARCH; Volatilitetsprognoser; COVID-19; Value-at-Risk; Extreme Value Theory; Fastigheter och byggande; Real Estate and Construction Management;

   Abstract : This doctoral thesis is a collection of four essays that utilize cross-sectional and time-series econometric methods in real estate economics and finance. The first two essays apply econometric modeling to the residential market focusing on hedonic regression analysis, while the other two essays apply financial econometric modeling on an index of listed real estate stocks, and house price index indices. READ MORE