Sökning: "asset risk"

Visar resultat 1 - 5 av 63 avhandlingar innehållade orden asset risk.

  1. 1. Essays on Credit Risk

    Författare :Caren Guo Nielsen; Lunds universitet.; Lund University.; [2015]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    Sammanfattning : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. LÄS MER

  2. 2. Take a risk social interaction, gender identity, and the role of family ties in financial decision-making

    Detta är en avhandling från Umeå : Umeå University

    Författare :Emma Zetterdahl; Umeå universitet.; [2015]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset allocation; Behavioral finance; Divorce; Financial literacy; Financial risk-taking; Gender identity; Household finance; Panel data; Propensity score matching; Risky asset share; Risk aversion; Saving behavior; Stock market participation; Social interaction; Trust; Economics; nationalekonomi;

    Sammanfattning : This thesis consists of an introductory part and four self-contained papers related to individual financial behavior and risk-taking in financial markets.In Paper [I] we estimate within-family and community social interaction effects upon an individual’s stock market entry, participation, and exit decision. LÄS MER

  3. 3. On Risk Management of Electrical Distribution Systems and the Impact of Regulations

    Detta är en avhandling från Stockholm : KTH

    Författare :Carl Johan Wallnerström; KTH.; [2008]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electrical Distribution System; Maintenance Management; Project Planning; Regulation; Reliability Analysis; Reliability Centred Maintenance RCM ; Reliability Centered Asset Management RCAM ; Risk Analysis; Risk Management; Risk Methods; the Network Performance Assessment Model NPAM ; TECHNOLOGY Electrical engineering; electronics and photonics Electric power engineering; TEKNIKVETENSKAP Elektroteknik; elektronik och fotonik Elkraftteknik;

    Sammanfattning : The Swedish electricity market was de-regulated in 1996, followed by new laws and a new regulation applied to the natural monopolies of electrical distribution systems (EDS). These circumstances have motivated distribution systems operators (DSOs) to introduce more comprehensive analysis methods. LÄS MER

  4. 4. On Incentives affecting Risk and Asset Management of Power Distribution

    Detta är en avhandling från Stockholm : KTH Royal Institute of Technology

    Författare :Carl Johan Wallnerström; KTH.; [2011]
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; asset management; correlation studies; incentives; investment planning; maintenance planning; power distribution; reliability analysis; risk management; statistical validation; tariff regulation; vulnerability analysis; weather states; TECHNOLOGY Electrical engineering; electronics and photonics Electric power engineering; TEKNIKVETENSKAP Elektroteknik; elektronik och fotonik Elkraftteknik; MATHEMATICS Applied mathematics Mathematical statistics; MATEMATIK Tillämpad matematik Matematisk statistik; TECHNOLOGY Industrial engineering and economy; TEKNIKVETENSKAP Industriell teknik och ekonomi;

    Sammanfattning : The introduction of performance based tariff regulations along with higher media and political pressure have increased the need for well-performed risk and asset management applied to electric power distribution systems (DS), which is an infrastructure considered as a natural monopoly. Compared to other technical systems, DS have special characteristics which are important to consider. LÄS MER

  5. 5. Empirical studies of financial asset returns

    Detta är en avhandling från Stockholm : KTH Royal Institute of Technology

    Författare :Sonnie Karlsson; Lunds universitet.; Lund University.; [2008]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; Riskaversion; Consumption; Capital investments; Multi-moment; Non-linear; International capital markets; Credit risk; Swap spread; Liquidity;

    Sammanfattning : This dissertation aims at understanding differences in rates of returns on financial assets, both in the cross-section and over time. It contains four chapters. The first paper is "Non-separable preferences and risk aversion: Results from the UK". LÄS MER