Sökning: "Asset allocation"

Visar resultat 11 - 15 av 23 avhandlingar innehållade orden Asset allocation.

  1. 11. Currency Markets - Equilibrium and Expectations

    Författare :Joakim Ekstrand; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Economics; econometrics; Indeterminacy; Overlapping Generations; Temporary Equilibrium; Currency Prices; Exchange Rates; Expectations; Uncertainty;

    Sammanfattning : The thesis consists of three essays on currency markets, equilibrium and expectations. The first essay examines currency markets in the setting of a temporary equilibrium model with two currencies and two central banks, where consumers have one-point expectations. LÄS MER

  3. 12. Essays on Pensions and Information

    Författare :Dan Anderberg; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Education Policies; Time-consistency; Education Incentives; Cross-subsidies; Redistribution; Moral Hazard; Disability Insurance; Public Pensions; Voting; Assets; Adverse selection; Private pension markets; Actuarial science; Försäkring ej försäkringsrätt S137 ;

    Sammanfattning : The first essay examines the outcome in a competitive private pension market characterised by adverse selection. In addition to using the private pension market, the consumers can save in a bequeathable asset. LÄS MER

  4. 13. Essays of Financial Performance and Capital Structure

    Författare :Lars Lindbergh; Lars G. Hassel; Michael B. Adams; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; financial accounting; financial statements; financial performance; capital structure; tax allowances; comparative studies; Företagsekonomi; Business studies; Företagsekonomi;

    Sammanfattning : This thesis consists of an introductory chapter and four self-contained essays on financial performance and capital structure. Essay I assesses the strength of strategic inputs into profitability among firms within several sub-sectors within the industrial service sector in the U.S. and Sweden. LÄS MER

  5. 14. Essays on Realized Volatility and Jumps

    Författare :Marcus Larsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Jumps; Bi-power variation; High frequency data; Realized volatility;

    Sammanfattning : Financial markets sometimes generate significant discontinuities, so called jumps, triggered by large informational shocks and extreme events. In the last decade, there is an increasing interest in financial economics towards modeling these jumps which may have significant consequences for risk management, and portfolio allocation. LÄS MER

  7. 15. Reaction patterns of the Swedish economy : an econometric analysis

    Författare :Efthimios Kottas; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : The objective of the study is to analyze the reaction patterns of the Swedish economy using amacroeconometric model.The model constructed and estimated for this purpose is a medium-size, quarterly, nonlinear modeland consists of 241 equations, 90 of which are estimated or constructed behavioral equations and therest identities or definitional equations. LÄS MER