Visar resultat 1 - 5 av 20 avhandlingar innehållade ordet Value-at-Risk.
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
Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER
Sammanfattning : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. LÄS MER
Sammanfattning : This thesis is written as a monograph covering topics in operations research and focusing on workforcemanagement in a contact center environment.This text is the result of a cooperative project between the Royal Institute of Technology (KTH) andTeleopti WFM. LÄS MER
Sammanfattning : Banking and online financial services are part of our critical infrastructure. As such, they comprise an Achilles heel in society and need to be protected accordingly. The last ten years have seen a steady shift from traditional show-off hacking towards cybercrime with great economic consequences for society. LÄS MER