Sökning: "Time-diversification"

Hittade 3 avhandlingar innehållade ordet 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. Essays on Banking and Portfolio Choice

    Författare :Bo Larsson; Hans Wijkander; Jean-Charles Rochet; Stockholms universitet; []
    Nyckelord :Optimal reserves; Time-diversification; Home bias;

    Sammanfattning : This thesis consists of three self-contained essays in the fields of banking and portfolio choice.Banking and Optimal Reserves in an Equilibrium Model:I address the question of reserves in banking, particularly the fact that reserves are substantially larger than the stipulated reserve requirements by Bank of International Settlements. LÄS MER

  4. 3. Spatiotemporal Evolution of Neotropical Organisms: New Insights into an Old Riddle

    Författare :Alexandre Antonelli; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Neotropics; Biodiversity patterns; Speciation models; Andean uplift; K T Event; Biogeography; Phylogenetics; Molecular dating; Rubiaceae; Chloranthaceae; Campanulaceae; Tetrapods; Biological systematics;

    Sammanfattning : Nowhere else on Earth are there so many species of plants and animals as in the Neotropical region. Yet, many questions remain concerning the causes underlying such outstanding diversification. LÄS MER