Sökning: "Financial science"

Visar resultat 21 - 25 av 255 avhandlingar innehållade orden Financial science.

1. 21. Market, State, and Morality : Two Studies of How Left and Right Undermined Moral Motivation in the Swedish School System

   Författare :Johan Wennström; Elin Wihlborg; Magnus Henrekson; Johan Tralau; Kerstin Johansson; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Education; markets; morality; neoliberalism; New Public Management;

   Sammanfattning : The bulk of the literature on the New Public Management (NPM) has been blind to the moral dimension of the market-oriented reforms of the public sector. However, this thesis studies the potential for institutional arrangements such as financial incentives and other market mechanisms to undermine intrinsic, moral motivation among both“producers” and “consumers” of tax-financed welfare services. LÄS MER

3. 22. Financial Volatility and Time-Varying Risk Premia

   Författare :Peter Hördahl; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monte Carlo methods; Term structure of interest rates; Asymmetric variance; Time-varying risk premia; Volatility forecasting; CAPM; Conditional asset pricing models; Stochastic volatility; Volatility modeling; GARCH; Bond option pricing; Financial science; Finansiering;

   Sammanfattning : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. LÄS MER

4. 23. Essays on Risk in International Financial Markets

   Författare :Ola Larsson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Value at Risk; copulas; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER

5. 24. Essays on Incomplete Information in Financial Markets

   Författare :Frederik Lundtofte; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; Financial science; Finansiering; ekonomisk teori; economic policy; Nationalekonomi; ekonometri; Economics; econometrics; economic theory; factor pricing models; hedging demands; estimation risk; partial information; learning; economic systems;

   Sammanfattning : This thesis consists of three essays on incomplete information in financial markets, two of which are theoretical, and one that is mainly of an empirical nature. All three essays concern parameter uncertainty, and they employ a continuous-time framework. LÄS MER

7. 25. Essays on pig production efficiency and farmers' financial decisions under uncertainty

   Författare :Katarina Labajova; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
   Nyckelord :LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : Recent structural changes in agricultural production towards fewer, but larger, units pose challenges for farmers in decision making about practical production and about managerial practices to increase efficiency, which are vital for farm productivity and profitability. In studies using mathematical programming and econometric models, this thesis evaluated farm-specific characteristics related to the individual technical efficiency (TE) of each input and output factor and of managerial characteristics associated with persistent TE (PTE) and residual TE (RTE). LÄS MER