Sökning: "Lower Partial Moment"

Hittade 3 avhandlingar innehållade orden Lower Partial Moment.

  1. 1. 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

  3. 2. Topics in discrete random structures

    Författare :Anders Martinsson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; First--passage percolation; Cartesian power graph; third moment argument; jigsaw puzzle; shotgun assembly; monotone paths; non-Markovian coupling; high dimension; coupling inequality; monotone paths;

    Sammanfattning : This thesis presents four papers on problems in discrete probability. A common theme of the articles is to take some class of discrete structures, impose some randomness, and then consider what happens asymptotically as the size of the structure tends to infinity. LÄS MER

  4. 3. Resonances in Three-Body Systems

    Författare :Muhammad Umair; Svante Jonsell; Yasushi Kino; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; teoretisk fysik; Theoretical Physics;

    Sammanfattning : Three particles interacting via Coulomb forces represent a fundamental problem in quantum mechanics with no known exact solution. We have investigated resonance states composed of three particles interacting via Coulombic and more general potentials in non-relativistic quantum mechanics, using the complex scaling method. LÄS MER