Sökning: "equity factors"

Visar resultat 16 - 20 av 99 avhandlingar innehållade orden equity factors.

1. 16. Essays on Credit Risk

   Författare :Caren Guo Nielsen; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

   Sammanfattning : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. LÄS MER

3. 17. The marketing-entrepreneurship interface : an evaluation of hybrid entrepreneurs

   Författare :Caitlin Ferreira; Esmail Salehi-Sangari; Julie S. Tinson; Luleå tekniska universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Entrepreneurial marketing; hybrid entrepreneurship; experiential learning theory; self-determination theory; venture development; motivations; strategic orientation; brand equity; growth strategy; comfort entrepreneur; Industrial Marketing; Industriell marknadsföring;

   Sammanfattning : Marketing and entrepreneurship may often be treated as distinct streams of academic research, however their complementary nature in practice highlights a number of areas of overlap between the two disciplines. The emergence and subsequent growth of entrepreneurial marketing has highlighted the intersection between marketing and entrepreneurship, with scholars expanding the context within which entrepreneurial marketing is examined. LÄS MER

4. 18. Evaluation of a primary health care strategy implemented in a market-oriented health system : the case of Bogota, Colombia

   Författare :Paola Andrea Mosquera Méndez; Miguel San Sebastián; Kjerstin Dahlblom; Roman Vega; Pol De Vos; Umeå universitet; []
   Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Primary health care; outcomes assessment; health services evaluation; population health; health equity; health policy implementation; Bogota; folkhälsa; Public health;

   Sammanfattning : Introduction: Despite Colombia having adopted a health system based on an insurance market, Bogota in 2004, as part of a left-wing government (elected for first time in the city), decided to implement a Primary Health Care (PHC) strategy to improve quality of life, level of population health and reduce health inequities. The PHC strategy has been implemented through the HomeHealth program by three consecutive governments over the last eight years in the context of continuous political tension stemming from differences between national and district health policies. LÄS MER

5. 19. Optimal Decisions in the Equity Index Derivatives Markets Using Option Implied Information

   Författare :Mathias Barkhagen; Jörgen Blomvall; Alan J. King; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Option implied information; Optimal decisions; Equity index derivatives; Stochastic programming; Local volatility surface; Real-world density;

   Sammanfattning : This dissertation is centered around two comprehensive themes: the extraction of information embedded in equity index option prices, and how to use this information in order to be able to make optimal decisions in the equity index option markets. These problems are important for decision makers in the equity index options markets, since they are continuously faced with making decisions under uncertainty given observed market prices. LÄS MER

7. 20. Decomposing the Option Pricing Problem : Estimating the Causal Factors: Interest Rates, Dividends, and Risk-Neutral Probabilities

   Författare :Pontus Söderbäck; Jörgen Blomvall; Martin Singull; Stein-Erik Fleten; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Sammanfattning : The financial markets have an essential role in society. Further, these markets are constantly evolving. Therefore, models and methods have to be developed and adapted to the new market conditions to be useful for decisions. LÄS MER