Sökning: "portfolio choice"

Visar resultat 11 - 15 av 47 avhandlingar innehållade orden portfolio choice.

  1. 11. Essays in empirical corporate finance and portfolio choice

    Författare :Andriy Bodnaruk; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : One of the main tenets of finance is diversification. Investors choose their portfolios so as to diversify away their idiosyncratic risk. In four essays included into this dissertation the implications of less than perfect diversification on investors’ performance and asset pricing are investigated. LÄS MER

  3. 12. Essays on Disappointment Aversion in Portfolio Choice and Asset Pricing

    Författare :Ádám Faragó; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  4. 13. Essays in Applied Microeconomics

    Författare :Erik Grenestam; Centrum för ekonomisk demografi; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Household; Neighborhood; ; Peer effect; Machine learning; Portfolio choice; Wealth; Children; Fertility; Consumption; Evaluation; Nutrient runoff; Water quality; Education; Broadband; Internet; Peer effect; Machine learning; portfolio choice; Wealth; Children; Fertility; Consumption; Evaluation; Nutrient runoff; Water quality; Education; Broadband; Internet;

    Sammanfattning : This thesis consists of four self-contained papers in applied microeconomics. The first paper asks how a neighbors purchase of a specific good affects a households likelihood of purchase. LÄS MER

  5. 14. Asset pricing and portfolio choice with international investment barriers

    Författare :Peter Sellin; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  7. 15. 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