Sökning: "portfolio choice"
Visar resultat 1 - 5 av 36 avhandlingar innehållade orden portfolio choice.
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
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 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. What do you expect? : individual investors' subjective expectations, information usage, and social interactions in financial decision-making
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
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