Sökning: "factor pricing models"

Visar resultat 11 - 15 av 18 avhandlingar innehållade orden factor pricing models.

  1. 11. Drivers of Going Green in Financial Markets and Corporate Networks

    Författare :Zahra Hashemzadeh; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Investor Behavior; Asset Pricing; Financial Markets; Corporate Network; Corporate Social Responsibility CSR ; ESG performance; Sustainability; Environmental performance; Climate Strike; Public Attention;

    Sammanfattning : This dissertation is a collection of three self-contained empirical papers developing the knowledge on environmental responsibility of investors and corporations.The first paper investigates how corporate environmental performance propagates in firm networks. LÄS MER

  3. 12. Learning about the unobservable : The role of attitudes, measurement errors, norms and perceptions in user behaviour

    Författare :Juan Manuel Lorenzo Varela; Yusak Susilo; R. Daniel Jonsson; Maria Börjesson; Soora Rasouli; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Attitudes; Measurement errors; Discrete choice analysis; Latent variables; Model misspecification; Normative beliefs; Rail factor; User perceptions; Social norms; Value of travel time savings; Transportvetenskap; Transport Science;

    Sammanfattning : Unobservable factors are important to understand user behaviour. Moreover, they contain information to help design services that willsolve today’s challenges. Yet, we have barely scratched the surface ofthe underlying mechanisms ruling user behaviour. LÄS MER

  4. 13. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

    Författare :Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

    Sammanfattning : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. LÄS MER

  5. 14. Essays on the term structure of interest rates

    Författare :Magnus Hyll; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This volume contains five essays on topics related to interest rate theory.The first essay, Affine Term Structures and Short-Rate Realizations of Forward Rate Models Driven by Jump-Diffusion Processes, examines the problem of determining when a given forward rate model has a short-rate realization, and when a short-rate model gives rise to an affine term structure. LÄS MER

  7. 15. Multidimensional Markov-Functional and Stochastic Volatiliy Interest Rate Modelling

    Författare :Linus Kajsajunti; Handelshögskolan i Stockholm; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of three papers in the area of interest rate derivatives modelling. The pricing and hedging of (exotic) interest rate derivatives is one of the most demanding and complex problems in option pricing theory and is of great practical importance in the market. LÄS MER