Sökning: "risk diversification"
Visar resultat 1 - 5 av 41 avhandlingar innehållade orden risk diversification.
1. Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling
Sammanfattning : Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The fact that the recurrence rate increased during crisis periods, such as the IT bubble in the early 2000 and the global financial crisis that started in 2007, is a key finding in the literature. LÄS MER
2. Portfolio Selection and the Analysis of Risk and Time Diversification
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
3. Insurance and cartels through wars and depressions : Swedish Marine insurance and reinsurance between the World Wars
Sammanfattning : The aim of this thesis is to enhance our understanding of Swedish marine insurers' choices of business strategies under the potentially difficult business circumstances of the interwar period 1918-1939. Little previous research exists on marine insurance during the interwar period. LÄS MER
4. Essays on Risks in Investment Strategies
Sammanfattning : This dissertation contains three articles, which investigate different types of risks investors encounter during the investment process.Article I investigates the relation between macroeconomic risk and higher-moment moment risk premia. LÄS MER
5. Swedish marine insurance between the World Wars
Sammanfattning : The present licentiate thesis analyses developments in Swedish marine insurance during the interwar period, including both direct marine insurance and marine reinsurance. This is done in order to provide insights on how companies of a highly internationalised and vulnerable line of insurance were affected by and responded to new risks during a period of far-reaching international financial and economic crises. LÄS MER