Sökning: "portfolio selection"

Visar resultat 1 - 5 av 26 avhandlingar innehållade orden portfolio selection.

  1. 1. Bankers portföljvalsbeteende : en teoretisk studie

    Författare :Lars Ivarson; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Portfolio theory; bank behaviour; credit multiplier process; free reserves adjustment; monetary policy;

    Sammanfattning : This study is a contribution to the development of the theory of bank portfolio selection behaviour. A central idea in the study is that this behaviour can be explained to a large extent by liquidity considerations which banks make in view of the partly uncontrollable and partly unforeseeable fluctuations which occur in their deposits and to a certain extent, also in their loans. LÄS MER

  3. 2. Portfolio Selection and the Analysis of Risk and Time Diversification

    Författare :Mattias Persson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; economic systems; economic theory; econometrics; Economics; Lower Partial Moment; Portfolio Selection; Parameter Uncertainty; Time Diversification; Bootstrap; Downside Risk; Estimation Risk; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

    Sammanfattning : This thesis is devoted to the analysis of three important issues in financial economics in general and portfolio selection in particular: the risk measure, estimation risk and time diversification. Besides a short introductory chapter the thesis consists of four empirical essays. LÄS MER

  4. 3. Liquidity and Portfolio Optimisation

    Författare :Björn Hagströmer; Jane M. Binner; Aston University Aston Business School; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; stock market; liquidity; systematic liquidity; portfolio optimisation; high-frequency data; Economics; Nationalekonomi;

    Sammanfattning : This thesis presents research within empirical financial economics with focus on liquidity and portfolio optimisation in the stock markets. The discussion on liquidity is focussed on measurement issues, including TAQ data processing and measurement of systematic liquidity factors. LÄS MER

  5. 4. Guidance in developing a sustainability product portfolio in manufacturing companies

    Författare :Carolina Villamil Velasquez; Sophie Hallstedt; Göran Broman; Johanna Wallin Nylander; Daniella Pigosso; Blekinge Tekniska Högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Product portfolio; sustainability product portfolio; sustainable product development; portfolio evaluation criteria; early design phase; strategic sustainability; strategic plan.; Strategic Sustainable Development; Strategisk hållbar utveckling;

    Sammanfattning : During the last decade, manufacturing companies have experienced an increased demand for solutions that promote socio-ecological sustainability. To succeed in the sustainability transformation, companies need to systematically and strategically implement sustainability performance in their product portfolios. LÄS MER

  7. 5. Bayesian portfolio selection and risk estimation

    Författare :Vilhelm Niklasson; Taras Bodnar; Andreas Stephan; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis concerns portfolio theory from a Bayesian perspective and it includes two papers related to this theme. In the first paper, optimal portfolio weights are derived from a Bayesian perspective to the problem of minimizing the portfolio risk in terms of value at risk (VaR) or conditional value at risk (CVaR) given a certain level of expected return. LÄS MER