Sökning: "Optimal investment and consumption"
Visar resultat 1 - 5 av 17 avhandlingar innehållade orden Optimal investment and consumption.
1. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance
Sammanfattning : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. LÄS MER
2. Solar PV in prosumer energy systems : A techno-economic analysis on sizing, integration, and risk
Sammanfattning : In the transition towards a sustainable energy system, building mounted solar photovoltaics (PV) have unique benefits; they require no additional land and the energy is generated directly at load centers. Within residential buildings, multi-family homes (MFH) are particularly interesting because of the economies of scale and their greater potential for emissions reductions. LÄS MER
3. Design and development of a novel textile based bioreactor: : Ethanol and biogas production as case studies
Sammanfattning : Bioreactors are designed to provide enabling conditions for the controlled growth of microorganisms, such as good heat and mass transfer, aeration, hydrodynamics, geometry for adequate gas holdup, pH and foaming control, conditions for optimal substrate consumption and product formation, as well as mechanisms for monitoring microbial conditions. Additionally, bioreactors are designed to handle stress that would be exerted on them by the weight of the fermenting media and by the high pressure used for sterilisation. LÄS MER
4. Financing of Nonprofits and Social Enterprises
Sammanfattning : This doctoral thesis contains three research papers in social finance, a field concerned with the financing issues of organizations aiming to solve social problems. Intertemporal Preferences of Nonprofit Organizations This paper studies the intertemporal preferences that govern the spending decision of nonprofit organizations. LÄS MER
5. Stainless Steel Corrugated Web Girders for Composite Road Bridges: Concept Evaluation and Flange Buckling Resistance
Sammanfattning : Achieving a sustainable bridge design requires careful consideration of economic viability and environmental impact over the entire lifespan of the structure. While stainless steel is recognized for its excellent life cycle performance, its high cost prevents it from being used to a larger extent in bridges. LÄS MER
