Sökning: "IT portfolios"

Visar resultat 1 - 5 av 71 avhandlingar innehållade orden IT portfolios.

1. 1. Family business portfolios : Enduring entrepreneurship and exit strategies

   Författare :Naveed Akhter; Francesco Chirico; Marcela Ramirez-Pasillas; Peter Rosa; Jönköping University; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : This dissertation examines how family business portfolios endure across time and investigates the entrepreneurial strategies that they engage in. The goal of this dissertation is addressed through five appended papers in which I have argued for the importance of business families owning multiple firms, that is, portfolio entrepreneurship. LÄS MER

3. 2. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty

   Författare :Erik Thorsén; Taras Bodnar; Joanna Tyrcha; Mark Podolski; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Shrinkage estimator; high-dimensional covariance matrix; random matrix theory; optimal portfolios; parameter uncertainty; ridge regularization; dynamic decision making; matematisk statistik; Mathematical Statistics;

   Sammanfattning : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. LÄS MER

4. 3. Managing mission-critical IT in the financial industry

   Författare :Anders Mårtensson; Center for Information Management (SE); []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : In recent years, IT has come to play an important role in companies. So successful execution of business processes often depends on mission-critical IT-solutions. Managing such IT is challenging. Companies have to keep up with rapid developments, but also consider long-term consequences while doing so. LÄS MER

5. 4. Copula-based Portfolio Optimization

   Författare :Maziar Sahamkhadam; Andreas Stephan; Håkan Locking; Ranadeva Jayasekera; Linnéuniversitetet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Copula; portfolio optimization; conditional Value-at-Risk; vine copulas; asymmetric tail dependence; Black-Litterman approach; expectile Value-at-Risk; multiobjective portfolios; Business administration; Företagsekonomi;

   Sammanfattning : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. LÄS MER

7. 5. Essays on Lookback and Barrier Options - A Malliavin Calculus Approach

   Författare :Hans-Peter Bermin; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Girsanov transformations.; lookback options; Contingent claims; barrier options; hedging; pricing; arbitrage; complete markets; self-financing portfolios; Black-Scholes formula; Clark-Ocone formula; Malliavin calculus; Financial science; Finansiering;

   Sammanfattning : This thesis consists of four theoretical essays on contingent claim analysis and its connection to Malliavin calculus. The first three papers are analyzed in the famous Black and Scholes model, while the setup of the fourth paper involves an international environment and the presence of exchange rates. LÄS MER