Sökning: "Portfolio theory"

Visar resultat 16 - 20 av 81 avhandlingar innehållade orden Portfolio theory.

  1. 16. Capacity Pooling in Healthcare Systems

    Författare :Carina Fagefors; Chalmers tekniska högskola; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volume flexibility; healthcare management; portfolio theory; capacity pools; capacity management;

    Sammanfattning : Healthcare systems are facing a continuously increasing demand for care while healthcare providers express a need for additional capacity. However, increased capacity in healthcare systems will not be a sufficient option in the near future, and previous research has found a need to improve healthcare capacity planning and management. LÄS MER

  3. 17. Essays on valuation of manufacturing flexibility : an option-pricing theory approach

    Författare :Jens Bengtsson; Linköpings universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Flexibility in manufacturing operations is becoming increasingly more important to industrial firms due to e.g. increasing product demand volatility, internationalisation of markets and competition, and shorter product life cycles. LÄS MER

  4. 18. Applications of Bayesian Econometrics to Financial Economics

    Författare :Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Sammanfattning : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. LÄS MER

  5. 19. Essays on Financial Models

    Författare :Henrik Amilon; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    Sammanfattning : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. LÄS MER

  7. 20. Segmentation and differentiation in defence supply chain design : A dynamic purchasing portfolio model for defence procurement

    Författare :Thomas Ekström; Per Hilletofth; Alastair Finlan; Per Skoglund; Lisa Ellram; Jönköping University; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; purchasing portfolio model; segmentation and differentiation; segmentation model; supply chain strategy; military logistics; defence procurement; defence supply chain design; modified Delphi study; portföljmodell; segmentering och differentiering; segmenterings-modell; försörjningsstrategi; militär logistik; försvarsanskaffning; utformning av militära försörjningskedjor; modifierad Delphistudie; Krigsvetenskap; War Studies;

    Sammanfattning : An important priority in the current Swedish Defence Bill is to increase the operational warfighting capability of the Swedish Armed Forces, which has implications for the defence supply chain. A recent study suggested that the Swedish Armed Forces should use segmentation of supplies and differentiation of supply chains to enable an affordable supply chain design (SCD). LÄS MER