Sökning: "portfolio choice"

Visar resultat 1 - 5 av 36 avhandlingar innehållade orden portfolio choice.

  1. 1. Retirement Planning: Portfolio Choice for Long-Term Investors

    Författare :Karl Erlandzon; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Life-cycle; portfolio choice; pensions; Shiller-swap; defined contribution; defined benefit;

    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

  2. 2. Copula-based Portfolio Optimization

    Författare :Maziar Sahamkhadam; Andreas Stephan; Håkan Locking; Ranadeva Jayasekera; Linnéuniversitetet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Copula; portfolio optimization; conditional Value-at-Risk; vine copulas; asymmetric tail dependence; Black-Litterman approach; expectile Value-at-Risk; multiobjective portfolios; Företagsekonomi; Business administration;

    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

  3. 3. Essays on Banking and Portfolio Choice

    Författare :Bo Larsson; Hans Wijkander; Jean-Charles Rochet; Stockholms universitet; []
    Nyckelord :Optimal reserves; Time-diversification; Home bias;

    Sammanfattning : This thesis consists of three self-contained essays in the fields of banking and portfolio choice.Banking and Optimal Reserves in an Equilibrium Model:I address the question of reserves in banking, particularly the fact that reserves are substantially larger than the stipulated reserve requirements by Bank of International Settlements. LÄS MER

  4. 4. What do you expect? : individual investors' subjective expectations, information usage, and social interactions in financial decision-making

    Författare :Oscar Stålnacke; Jörgen Hellström; Rickard Olsson; Anders Anderson; Umeå universitet; []
    Nyckelord :SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Behavioral finance; Beliefs; Confidence; Expectations; Financial information; Financial risk-taking; Household finance; Individual investors; Panel data; Portfolio choice; Portfolio return; Return; Risk; Social interaction; Sophistication; Stock market; Subjective probability; Survey research; företagsekonomi; Business Studies;

    Sammanfattning : This thesis consists of an introductory part and four self-contained papers related to individual investors’ subjective expectations and their financial behavior. Paper [I] analyzes multiple measures of individual investors’ expectations of risk and return using survey data on a random sample of individual investors in Sweden. LÄS MER

  5. 5. Valuing the environmental impacts of wind power : a choice experiment approach

    Författare :Kristina Ek; Luleå tekniska universitet; []

    Sammanfattning : There exists a political goal in Sweden to increase the use of renewable energy, and wind power seems to be a favorable choice from an environmental perspective. Although the public generally expresses a positive attitude towards wind power, specific projects often face resistance from the local population. LÄS MER