Sökning: "risk diversification theory"

Visar resultat 6 - 10 av 11 avhandlingar innehållade orden risk diversification theory.

  1. 6. Financial Applications of Markov Chain Monte Carlo Methods

    Författare :Andreas Graflund; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finansiering; Financial science; ekonomiska system; ekonomisk politik; ekonomisk teori; Nationalekonomi; economic policy; economic systems; economic theory; Economics; econometrics; Mean Reversion; Diversification; Real Estate Stocks; Markov Chain Monte Carlo Methods; Stock Markets; ekonometri;

    Sammanfattning : This thesis consists of four empirical studies on financial economics. The first chapter contains a short summary of the thesis. LÄS MER

  3. 7. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty

    Författare :Erik Thorsén; Taras Bodnar; Joanna Tyrcha; Mark Podolski; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Shrinkage estimator; high-dimensional covariance matrix; random matrix theory; optimal portfolios; parameter uncertainty; ridge regularization; dynamic decision making; matematisk statistik; Mathematical Statistics;

    Sammanfattning : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. LÄS MER

  4. 8. Improving strategic decisions for real estate investors : Perspectives on allocation and management

    Författare :Sigrid Katzler; Svante Mandell; Inga-Lill Söderberg; Elias Oikarinen; KTH; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Public real estate; private real estate; MPT; time-varying correlation; liquidity; mixed-asset portfolio; real estate portfolio; diversification; outsourcing; Fastigheter och byggande; Real Estate and Construction Management;

    Sammanfattning : Real estate is an attractive asset class in the mixed-asset portfolio due to favorable risk return characteristics and low correlations with other asset classes like stock and bonds. Unlike financial assets, real estate is a physical asset where large lot sizes/indivisibility, heterogeneity, low liquidity and high transaction costs make applying financial models like modern portfolio theory (MPT) challenging. LÄS MER

  5. 9. Doing gender (in) equality in Swedish family farming : gendered labour and resources in agrarian change

    Författare :Elias Andersson; Sveriges lantbruksuniversitet; Sveriges lantbruksuniversitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : Economic and social conditions on Swedish farms have altered in recent decades, restructuring the sector, but the family farm is still the primary production unit. Sweden is often described as a role model in gender equality, but a gender-unequal situation in farming has been identified, posing a political challenge. LÄS MER

  7. 10. Essays on Economic Growth, Inflation and Inequality

    Författare :Markus Kondziella; Timo Boppart; Per Krusell; Joshua Weiss; Carolina Villegas-Sanchez; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economic Growth; Inflation; Inequality; Economics; nationalekonomi;

    Sammanfattning : Recent changes in firm dynamics and the nature of economic growthIn line with the US economy, market concentration and dispersion of revenue productivity within industries increased in Sweden from 1997-2017. I document a novel finding in administrative data that provides important insights about the trends: firm size and revenue productivity growth accelerated starting in the 1990s. LÄS MER