Sökning: "valuation error"

Visar resultat 1 - 5 av 9 avhandlingar innehållade orden valuation error.

  1. 1. Privatization Process and Asset Valuation : a Case Study of Tanzania

    Författare :Samwel M. S. Waigama; Hans Lind; Frances Plimmer; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Privatization process; strategies for privatization; valuation methods; valuation error; indigenization; aftermath of privatization; Industrial organisation; administration and economics; Industriell organisation; administration och ekonomi;

    Sammanfattning : This study examines privatization and valuation processes in the context of privatized state owned enterprises in Tanzania. It investigates the implementation of the privatization process and valuation methodology in a developing economy where the market system and its associated institutions are not fully developed. LÄS MER

  3. 2. On Risk Prediction

    Författare :Carl Lönnbark; Kurt Brännäs; Stefan Mittnik; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finance; Time series; GARCH; Estimation error; Asymmetry; Supply and demand; Econometrics; Ekonometri; ekonometri; Econometrics;

    Sammanfattning : This thesis comprises four papers concerning risk prediction. Paper [I] suggests a nonlinear and multivariate time series model framework that enables the study of simultaneity in returns and in volatilities, as well as asymmetric effects arising from shocks. LÄS MER

  4. 3. On specification and inference in the econometrics of public procurement

    Författare :David Sundström; Kurt Brännäs; Sofia Lundberg; Michael Visser; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; auctions; dependent variable transformation model; green public procurement; indirect inference; instrumental variable; latent variable; log-generalized gamma distribution; maximum likelihood; measurement error; non-linear least squares; objective effectiveness; orthogonal polynomial regression; prediction; simulation estimation; structural estimation; nationalekonomi; Economics; Econometrics; ekonometri;

    Sammanfattning : In Paper [I] we use data on Swedish public procurement auctions for internal regularcleaning service contracts to provide novel empirical evidence regarding green publicprocurement (GPP) and its effect on the potential suppliers’ decision to submit a bid andtheir probability of being qualified for supplier selection. We find only a weak effect onsupplier behavior which suggests that GPP does not live up to its political expectations. LÄS MER

  5. 4. Micro-level claims reserving in non-life insurance

    Författare :Felix Wahl; Mathias Lindholm; Filip Lindskog; Katrien Antonio; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

    Sammanfattning : Actuarial reserving deals with the problem of predicting outstanding claims payments on policies issued up to today to find an appropriate amount of capital, the claims reserve or technical provisions, to set aside in order to be able to meet obligations to policyholders. Historically, and commonly still today, this has been approached using purely algorithmic and deterministic methods, not based in any statistical models. LÄS MER

  7. 5. Incomparable risks, values and preferences

    Författare :Nicolas Espinoza; Martin Peterson; Erik Carlson; KTH; []
    Nyckelord :HUMANIORA; HUMANITIES; Philosophy subjects; Filosofiämnen;

    Sammanfattning : Abstract. Consistent valuation and societal prioritization of risks presupposes comparability among risks, that is, in order to rank risks in order of severity, and allocate risk preventative resources accordingly, we must be able to determine whether one risk is better or worse than another, and by how much. LÄS MER