Sökning: "Portfolio theory"

Visar resultat 21 - 25 av 81 avhandlingar innehållade orden Portfolio theory.

  1. 21. Brand Architecture from Above : Understanding the Customer Disconnect

    Författare :Per Åsberg; Henrik Uggla; Mats Urde; KTH; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Brand portfolio; Brand architecture; perceptual alignment; consumer perception; Brand Concept Map; Brand Portfolio Star; Conceptual Integrated Multi-dimensional Architecture CIMA model; Industrial Economics and Management; Industriell ekonomi och organisation;

    Sammanfattning : Global business is transforming. Information technology in general, and the Internet specifically, has globalized business and empowered the consumer with more information and choice than ever before. Consequently, academic research into brand portfolios and brand architecture is faced with new challenges to reflect this changing reality. LÄS MER

  3. 22. Empirical studies of portfolio choice and asset prices

    Författare :Björn Lagerwall; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis contains empirical studies of portfolio choice and asset prices. The first two chapters deal with incorporating labor supply into models traditionally only focusing on consumption. Can the risk premium on stocks be better understood when taking labor supply into account? This is the topic of the first chapter. LÄS MER

  4. 23. Aspects of cash-flow valuation

    Författare :Fredrik Armerin; Boualem Djehiche; Bjarne Astrup Jensen; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; arbitrage; coherent and convex measures of risk; immunization; insurance; martingale methods; Matematisk statistik; Mathematical statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of five papers. In the first two papers we consider a general approach to cash flow valuation, focusing on dynamic properties of the value of a stream of cash flows. The third paper discusses immunization theory, where old results are shown to hold in general deterministic models, but often fail to be true in stochastic models. LÄS MER

  5. 24. Contributions to linear discriminant analysis with applications to growth curves

    Författare :Edward Kanuti Ngailo; Martin Singull; Dietrich von Rosen; Anuradha Roy; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis concerns contributions to linear discriminant analysis with applications to growth curves.Firstly, we present the linear discriminant function coefficients in a stochastic representation using random variables from the standard univariate distributions. LÄS MER

  7. 25. Contributions to the Stochastic Maximum Principle

    Författare :Daniel Andersson; Boualem Djehiche; Fred Espen Benth; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of four papers treating the maximum principle for stochastic control problems. In the first paper we study the optimal control of a class of stochastic differential equations (SDEs) of mean-field type, where the coefficients are allowed to depend on the law of the process. LÄS MER