Sökning: "taking stock"

Visar resultat 11 - 15 av 39 avhandlingar innehållade orden taking stock.

  1. 11. Essays on financial market anomalies and Investment strategies

    Författare :Mahdi Heidari; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This dissertation consists of three papers on momentum strategy and the comovement of stock returns.Momentum Crash Management studies the fat-tailed distribution of momentum strategy’s return and the predictability of momentum crashes. Momentum strategy has both high average returns, and Sharpe ratios. LÄS MER

  3. 12. Empirical studies of portfolio choice and asset prices

    Författare :Björn Lagerwall; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This thesis contains empirical studies of portfolio choice and asset prices. The first two chapters deal with incorporating labor supply into models traditionally only focusing on consumption. Can the risk premium on stocks be better understood when taking labor supply into account? This is the topic of the first chapter. LÄS MER

  4. 13. Essays on Credit Risk

    Författare :Caren Guo Nielsen; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    Sammanfattning : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. LÄS MER

  5. 14. Essays on Portfolio Choice and Wealth Inequality

    Författare :Zoltan Racz; Handelshögskolan i Stockholm; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : This doctoral thesis consists of three self-contained chapters. In chapter 1, I analyze a model of saving and portfolio choice and show that jointly matching saving, debt taking and housing decisions over the life-cycle also enables a good fit of portfolio choice patterns over the wealth distribution. LÄS MER

  7. 15. Real-time data stream clustering over sliding windows

    Författare :Sobhan Badiozamany; Tore Risch; Tamer Özsu; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Data streaming; Sliding windows; Clustering; ; Datavetenskap med inriktning mot databasteknik; Computer Science with specialization in Database Technology;

    Sammanfattning : In many applications, e.g. urban traffic monitoring, stock trading, and industrial sensor data monitoring, clustering algorithms are applied on data streams in real-time to find current patterns. Here, sliding windows are commonly used as they capture concept drift. LÄS MER