Sökning: "asset risk"

Visar resultat 1 - 5 av 76 avhandlingar innehållade orden asset risk.

  1. 1. Essays on Credit Risk

    Författare :Caren Yinxia Guo Nielsen; Lunds universitet.; Lund University.; [2015]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; equity returns; Asset pricing; 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. Risk matters studies in finance, trade and politics

    Detta är en avhandling från Stockholm : Economic Research Institute, Stockholm School of Economics (EFI)

    Författare :Jonas Vlachos; Handelshögskolan i Stockholm.; [2001]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Comparative advantage; Financial intermediation; Financial markets; Financial systems; Labor market risk; Panel data; Public employment; Public sector size; Redistribution; Regional integration; Risk sharing; Secession; Spatial econometrics; Specialization patterns; Trade policy; Ekonomiska förhållanden-- Sverige; Offentlig ekonomi-- Sverige; Riskanalys; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi Nationalekonomi;

    Sammanfattning : This thesis consists of four self-contained empirical essays.In the first essays "Markets for Risk and Openness to Trade: How are They Related?" (with Helena Svaleryd), we ask if there is an empirical relationship between financial development and openness to trade. LÄS MER

  4. 4. Credit risk & forward price models

    Detta är en avhandling från Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögskolan i Stockholm] (EFI)

    Författare :Raquel M. Gaspar; Handelshögskolan i Stockholm.; [2006]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Credit risk; Reduced-form models; Bond prices; Forward prices; Futures prices; Term structure; State space models; Markovian realizations; Risk; ekonomiska aspekter; Prisbildning; matematiska modeller; Kredit; Kreditrisker; matematiska modeller; SOCIAL SCIENCES Business and economics; SAMHÄLLSVETENSKAP Ekonomi;

    Sammanfattning : This thesis consists of three distinct parts. Part I introduces the basic concepts and the notion of general quadratic term structures (GQTS) essential in some of the following chapters.Part II focuses on credit risk models and Part III studies forward price term structure models using both the classical and the geometrical approach. LÄS MER

  5. 5. 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