Sökning: "risk diversification"

Visar resultat 1 - 5 av 34 avhandlingar innehållade orden risk diversification.

  1. 1. Portfolio Selection and the Analysis of Risk and Time Diversification

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Mattias Persson; [2001]
    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

  2. 2. Insurance and cartels through wars and depressions Swedish Marine insurance and reinsurance between the World Wars

    Detta är en avhandling från Umeå : Umeå Universitet, Institutionen för ekonomisk historia

    Författare :Gustav Jakob Petersson; Magnus Lindmark; Lars-Fredrik Andersson; Robin Pearson; [2011]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Interwar period; world war I; first world war; second world war; world war II; deflation crisis; great depression; insurance history; marine insurance; Swedish insurance; international insurance; cartel theory; reinsurance theory; risk diversification theory; agency theory; exchange-rate fluctuations; currency risks; monetary risks; British competition; English competition; Lloyd s; cartelisation; cartel; international cartel; tariffs; stock insurance company; mutual insurance company; stock insurers; mutual insurers; The Swedish Association of Marine Underwriters; Sjöassuradörernas förening; prohibition of competition; price agreements; market division agreements; cheating; international competition; The International Union of Marine Insurance; IUMI; Internationaler Transport-Versicherungs-Verband; reinsurance; reinsurance retention ratio; loss ratio; combined ratio; reinsurance crisis; information asymmetry; information asymmetries; risk diversification; Internationaler Transport-Versicherungs-Verband; Versicherungsgeschichte; Transportversicherung; Zwischenkriegszeit; Versicherungskrise; Versicherungskartell; Rückversicherung; Mellankrigstiden; första världskriget; andra världskriget; deflationskrisen; stora depressionen; försäkringshistoria; marinförsäkring; sjöförsäkring; svensk försäkring; internationell försäkring; kartellteori; återförsäkringsteori; riskdiversifiering; incitamentsteori; växelkursfluktuationer; valutarisk; brittisk konkurrens; engelsk konkurrens; Lloyd s; monetär risk; kartellisering; tariffer; försäkringsaktiebolag; ömsesidiga försäkringsbolag; Sjöassuradörernas förening; The Swedish Association of Marine Underwriters; prisöverenskommelser; marknadsuppdelningsavtal; konkurrensförbud; konkurrensavtal; avtalsbrott; internationell konkurrens; The International Union of Marine Insurance; IUMI; Internationaler Transport-Versicherungs-Verband; återförsäkring; återförsäkringskris; återförsäkringsgrad; informationsassymetrier; riskdiversifiering; förlustkvot; ekonomisk historia; Economic History;

    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

  3. 3. Swedish marine insurance between the World Wars

    Detta är en avhandling från Umeå : Institutionen för Ekonomisk Historia

    Författare :Gustav Jakob Petersson; Magnus Lindmark; Lars-Fredrik Andersson; Dan Bäcklund; [2010]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; marine insurance; interwar period; economic crises; financial crises; deflation crisis; great depression; risk; trade; exchange-rate fluctuations; strategy; reinsurance; diversification; HUMANITIES and RELIGION History and philosophy subjects History subjects Economic history; HUMANIORA och RELIGIONSVETENSKAP Historisk-filosofiska ämnen Historieämnen Ekonomisk historia; ekonomisk historia; Economic History;

    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

  4. 4. Essays on Smallholder Diversification, Industry Location, Debt Relief, and Disability and Utility

    Detta är en avhandling från Göteborg : University of Gothenburg

    Författare :Sven Tengstam; Göteborgs universitet.; Gothenburg University.; [2008]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Zambia; agriculture; income diversification; structural change; poverty; global clothing industry; new economic geography; comparative advantages; industrial agglomeration; HIPC; debt relief; debt overhang; investment; incentives; disability; mobility impairment; marginal utility; hypothetical lotteries; risk.;

    Sammanfattning : Essay 1 Smallholder Income Diversification in Zambia: The Way Out of Poverty? This paper investigates the relationship between income diversification (combinations of farm income, agricultural wage work, non-agricultural wage work, and own-business income) and income within Zambian smallholder households. Shifting to a higher degree of diversification is found to be associated with getting higher income per laborer. LÄS MER

  5. 5. International Asset Pricing, Diversification and Links between National Stock Markets

    Detta är en avhandling från Department of Economics, Lund Universtiy

    Författare :Birger Nilsson; [2002]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering; economic systems; economic theory; Economics; econometrics; Simulated Annealing; Capital Market Liberalization; International Asset Pricing; Diversification;

    Sammanfattning : This thesis consists of three self-contained empirical studies on international financial economics. The common economic theme is that all three studies deal with international stock market return and risk. LÄS MER