Sökning: "asset risk"

Visar resultat 6 - 10 av 113 avhandlingar innehållade orden asset risk.

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

    Författare :Carl Johan Wallnerström; Lina Bertling; Roland Eriksson; Kjell Sand; KTH; []
    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 ; Electric power engineering; 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

  3. 7. On Incentives affecting Risk and Asset Management of Power Distribution

    Författare :Carl Johan Wallnerström; Rajeev Thottappillil; Patrik Hilber; Ulf Sandberg; KTH; []
    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; Electric power engineering; Elkraftteknik; Mathematical statistics; Matematisk statistik; Industrial engineering and economy; 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

  4. 8. Empirical studies of financial asset returns

    Författare :Sonnie Karlsson; Lunds universitet; []
    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

  5. 9. On Risk Prediction

    Författare :Carl Lönnbark; Kurt Brännäs; Stefan Mittnik; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; Econometrics; Ekonometri; ekonometri; Econometrics;

    Sammanfattning : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. LÄS MER

  7. 10. 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