Search for dissertations about: "Portfolio behaviour"

Showing result 1 - 5 of 10 swedish dissertations containing the words Portfolio behaviour.

2. 1. Pensions, retirement behaviour and financial fraud victimisation

   Author : Amedeus Malisa; Paul Nystedt; Johannes Hagen; Marike Knoef; Jönköping University; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This thesis consists of four articles that explore pension investments and retirement behaviour.The first article investigates how pension communication affects the trading behaviour among pension savers. READ MORE

4. 2. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance

   Author : Gazi Salah Uddin; Bo Sjö; Ramo Gencay; Linköpings universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Commodity markets; Nonlinear causality testing; Dependence structure; Business cycles; Timescale analysis; Growth dynamics; Portfolio management;

   Abstract : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. READ MORE

5. 3. Probabilistic modeling in sports, finance and weather

   Author : Jan Lennartsson; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical modelling; Game theory; Team sport tactics; Modern portfolio theory; Gaussian fields; Team sport tactics;

   Abstract : In this thesis, we build mathematical and statistical models for a wide variety of real world applications. The mathematical models include applications in team sport tactics and optimal portfolio selection, while the statistical modeling concerns weather and specifically precipitation. READ MORE

6. 4. Trust as a strategy for handling uncertainty in private savings choices

   Author : Anders Carlander; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Trust; Uncertainty; Investments; Delegated portfolio management;

   Abstract : This thesis examines trust in banks and financial expertise as a way of coping with the uncertainty involved in financial decision making. Trust is considered to be beneficial in general and uncertainty is assumed to induce adverse feelings that people will want to get rid of. READ MORE

7. 5. Puzzle or Mosaic? : On Managerial Information Patterns

   Author : Cecilia Gullberg; Alf Westelius; Pär Mårtensson; Linköpings universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; information patterns; information behaviour; information systems; management information; management control; governance; management control as a package; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Economic Information Systems; Ekonomiska informationssystem;

   Abstract : Managers and information are key components in most management control literature, and a range of tools and concepts have been developed to better accommodate the information needs of managers so as to ensure efficient action and intelligent decisions. At the same time, the managerial work is often described as highly fragmented, unstructured and interpersonal, with little time for planning and isolated reflection. READ MORE