Sökning: "Time Diversification"

Visar resultat 1 - 5 av 95 avhandlingar innehållade orden Time Diversification.

  1. 1. Portfolio Selection and the Analysis of Risk and Time Diversification

    Författare :Mattias Persson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; economic systems; economic theory; econometrics; Economics; Lower Partial Moment; Portfolio Selection; Parameter Uncertainty; Time Diversification; Bootstrap; Downside Risk; Estimation Risk; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

    Sammanfattning : This thesis is devoted to the analysis of three important issues in financial economics in general and portfolio selection in particular: the risk measure, estimation risk and time diversification. Besides a short introductory chapter the thesis consists of four empirical essays. LÄS MER

  3. 2. Diversification on an ancient Darwinian island : Evolutionary history of caddisflies (Trichoptera) and other organisms on New Caledonia

    Författare :Marianne Espeland; Kjell Arne Johanson; Niklas Wahlberg; Michael Balke; Stockholms universitet; []
    Nyckelord :New Caledonia; Trichoptera; island; biogeography; phylogenetics; DNA; dispersal; vicariance; adaptation; ultramafic; diversification; new species; environmental factors; Systematic Zoology; zoologisk systematik och evolutionsforskning;

    Sammanfattning : Islands are either of continental or oceanic origin, and the biota of such islands are a result of vicariance and dispersal, respectively. New Caledonia, in the South Pacific, is a part of former Gondwana, but the origin of its biota is heavily debated. LÄS MER

  4. 3. Bayesian Phylogenetic Inference : Estimating Diversification Rates from Reconstructed Phylogenies

    Författare :Sebastian Höhna; Tom Britton; Fredrik Ronquist; Ziheng Yang; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Phylogenetics; Bayesian inference; Graphical Models; Birth-Death Process; Diversification; matematisk statistik; Mathematical Statistics;

    Sammanfattning : Phylogenetics is the study of the evolutionary relationship between species. Inference of phylogeny relies heavily on statistical models that have been extended and refined tremendously over the past years into very complex hierarchical models. LÄS MER

  5. 4. International Asset Pricing, Diversification and Links between National Stock Markets

    Författare :Birger Nilsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering; economic systems; economic theory; Economics; econometrics; Simulated Annealing; Capital Market Liberalization; International Asset Pricing; Diversification;

    Sammanfattning : This thesis consists of three self-contained empirical studies on international financial economics. The common economic theme is that all three studies deal with international stock market return and risk. LÄS MER

  7. 5. The plasticity and geography of host use and the diversification of butterflies

    Författare :Jessica Slove Davidson; Niklas Janz; Tommi Nyman; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Nymphalidae; host range; phylogeny; distribution; latitude; phylogeography; local specialisation; colonisation; host shift; polyphagy; speciation; diversification; zoologisk ekologi; Animal Ecology;

    Sammanfattning : Our world is changing rapidly and factors like urbanisation, changed agricultural practices and climate change are causing losses in butterfly diversity. It is therefore of importance to understand the source of their diversity. LÄS MER