Sökning: "risk premium"

Visar resultat 1 - 5 av 39 avhandlingar innehållade orden risk premium.

  1. 1. Essays on Corporate Risk Management

    Författare :Håkan Jankensgård; Lund University.; Lunds universitet.; [2011]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Risk management; risk measurement; hedging; enterprise risk; centralization;

    Sammanfattning : Companies spend a lot of attention and resources on something commonly referred to as ‘risk management’. Despite its apparent importance and intuitive appeal, corporate risk management is fraught with many difficulties, both on the conceptual and practical level. LÄS MER

  2. 2. Essays on the Skill Premium

    Detta är en avhandling från Göteborg

    Författare :Klas Sandén; Göteborgs universitet.; Gothenburg University.; [2006]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Wage Inequality; Skill Premium; Human Capital; Occupational Choice; Cooperatives; Contracting Out; Outsourcing; Fragmentation; Technological Change; Market Power; Monopolistic Competition; Innovation; Risk; Uncertainty;

    Sammanfattning : The thesis consists of three separate essays about wage inequality in industrialized countries. In the first essay, it is shown that an increased supply of high-skill workers can increase the wage rate and increase the relative wage of high-skill workers. LÄS MER

  3. 3. Essays on stochastic volatility

    Detta är en avhandling från Lund University

    Författare :Marcus Nossman; Lund University.; Lunds universitet.; [2009]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Contagion; jumps; risk premium; MCMC;

    Sammanfattning : This dissertation consists of five papers concerned with the estimation and analysis of financial price processes. The first paper develops a stock price model and analyzes the impact of the US and the regional European stock markets on the local European countries’ stock markets. LÄS MER

  4. 4. Ungdomsarbetslösheten - om övergångsregimer, institutionell förändring och socialt kapital

    Detta är en avhandling från Lund University

    Författare :Peter Håkansson; Lund University.; Lunds universitet.; [2011]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Ungdomsarbetslöshet; övergångsregim; socialt kapital; utbildning; riskpremie; risk; arbetslöshet; heltidsarbete; deltidsarbete; blind alley-jobs;

    Sammanfattning : Youth unemployment in Sweden has reached record levels during the first decade of the 21st century. In 1970, the unemployment rate for 20-24 year olds was approximately 2%. Now, forty years later, this rate has risen to 20%. Relative youth unemployment (youth unemployment in relation to unemployment for the 25-64 year olds) has also risen. LÄS MER

  5. 5. Essays on Financial Risks and the Subprime Crisis

    Detta är en avhandling från Lund University

    Författare :Emanuel Alfranseder; Lund University.; Lunds universitet.; [2015]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Equity Premium; Doubt; Pessimism; R D; Investment; Capital Structure; Bankruptcy Risk;

    Sammanfattning : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. LÄS MER