Search for dissertations about: "Portfolio return"
Showing result 1 - 5 of 35 swedish dissertations containing the words Portfolio return.
-
1. What do you expect? : individual investors' subjective expectations, information usage, and social interactions in financial decision-making
Abstract : This thesis consists of an introductory part and four self-contained papers related to individual investors’ subjective expectations and their financial behavior. Paper [I] analyzes multiple measures of individual investors’ expectations of risk and return using survey data on a random sample of individual investors in Sweden. READ MORE
-
2. Copula-based Portfolio Optimization
Abstract : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. READ MORE
-
3. Portfolio management and the competitiveness of forest ownership
Abstract : .... READ MORE
-
4. Mean-Variance Portfolio Optimization : Eigendecomposition-Based Methods
Abstract : Modern portfolio theory is about determining how to distribute capital among available securities such that, for a given level of risk, the expected return is maximized, or for a given level of return, the associated risk is minimized. In the pioneering work of Markowitz in 1952, variance was used as a measure of risk, which gave rise to the wellknown mean-variance portfolio optimization model. READ MORE
-
5. Retirement Planning: Portfolio Choice for Long-Term Investors
Abstract : This thesis consists of four papers. Common to the first three papers is the framework for analysis; a life-cycle model of a borrowing-constrained individual's consumption- and portfolio choices in the presence of uncertain labour income. The income process, taxes and pension systems are also realistically calibrated. READ MORE