Sökning: "Portfolio Choice"
Visar resultat 1 - 5 av 47 avhandlingar innehållade orden Portfolio Choice.
1. Essays on household portfolio choice
Sammanfattning : .... LÄS MER
2. Retirement Planning: Portfolio Choice for Long-Term Investors
Sammanfattning : This thesis consists of four papers. Common to the first three papers is the framework for analysis; a life-cycle model of a borrowing-constrained individual's consumption- and portfolio choices in the presence of uncertain labour income. The income process, taxes and pension systems are also realistically calibrated. LÄS MER
3. International portfolio choice and trading behavior
Sammanfattning : This thesis consists of four essays on topics relating to the fields of international portfolio choice, trading behavior, and asset pricing. "Direct Foreign Ownership, Institutional Investors, and Firm Characteristics" analyzes portfolios of Swedish stocks held by foreign investors. LÄS MER
4. Copula-based Portfolio Optimization
Sammanfattning : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. LÄS MER
5. Essays on Portfolio Choice and Wealth Inequality
Sammanfattning : This doctoral thesis consists of three self-contained chapters. In chapter 1, I analyze a model of saving and portfolio choice and show that jointly matching saving, debt taking and housing decisions over the life-cycle also enables a good fit of portfolio choice patterns over the wealth distribution. LÄS MER