Financial Risk, Risk Appetite and the Macroeconomic Environment
This thesis seeks to establish a methodology to reveal whether the risk appetite held by investors is dependent on the macroeconomic environment and, if present, to quantify this dependency. To do so a generic model is built and a case study is carried out with data from DnBNOR. The available data...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag
2006
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9472 |