Sökning: "risk premium"

Visar resultat 16 - 20 av 56 avhandlingar innehållade orden risk premium.

1. 16. Large deviation techniques applied to three questions of when

   Författare :Ola Hammarlid; Anders Martin-Löf; Ingmar Kaj; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Large deviations; first passage time; stopping time; rate function; convex barrier; fallacy of large numbers; utility function; insurance; ruin; variable premium; generalized Ornstein-Uhlenbeck process; Mathematical statistics; Matematisk statistik;

   Sammanfattning : Large deviation techniques are used to solve three problems; when is a distant convex barrier passed, when to accept a sequence of gambles and when is the time of ruin. This work is the collection of four papers. LÄS MER

3. 17. Firms, International Competition, and the Labor Market

   Författare :Selva Bahar Baziki; Nils Gottfries; Katariina Nilsson Hakkala; Uppsala universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; International Restructuring; Private Equity; Leveraged Buyouts; Import Competition; Assortative Matching; Skill Premium;

   Sammanfattning : Essay 1: We propose a model of cross-border acquisitions in which multinational enterprises (MNEs) and private equity-firms (PE) compete over domestic assets. MNEs' advantage lies in firm-specific synergies, whereas PE-firms are good at restructuring. LÄS MER

4. 18. Essays on Public Macroeconomic Policy

   Författare :Jose Mauricio Jr. Prado; Per Krusell; Nezih Guner; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; public policy; informality; foreign direct investments; ambiguity aversion; asset pricing; equity premium; business cycles; Economics; Nationalekonomi; Economics; nationalekonomi;

   Sammanfattning : The thesis consists of three self-contained essays on public policy in the macroeconomy.“Government Policy in the Formal and Informal Sectors” quantitatively investigates the interaction between the firms' choice to operate in the formal or the informal sector and government policy on taxation and enforcement. LÄS MER

5. 19. Essays on Incomplete Information in Financial Markets

   Författare :Frederik Lundtofte; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomiska system; ekonomisk politik; Financial science; Finansiering; ekonomisk teori; economic policy; Nationalekonomi; ekonometri; Economics; econometrics; economic theory; factor pricing models; hedging demands; estimation risk; partial information; learning; economic systems;

   Sammanfattning : This thesis consists of three essays on incomplete information in financial markets, two of which are theoretical, and one that is mainly of an empirical nature. All three essays concern parameter uncertainty, and they employ a continuous-time framework. LÄS MER

7. 20. Security in Physical Distribution Networks - A Survey Study of Swedish Transport Operators

   Författare :Luca Urciuoli; Teknisk logistik; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; antagonistic threats.; supply chain security; cargo security; physical distribution security; transportation security; cargo theft; Quantitative Risk Assessment;

   Sammanfattning : The objective of this study is to understand what factors influence the security of physical distribution networks. Thereafter it aims to bring to light what security measures exist today to enhance security and finally how to determine the profitability of security investments. LÄS MER