Search for dissertations about: "evidence of portfolio management"

Showing result 1 - 5 of 10 swedish dissertations containing the words evidence of portfolio management.

2. 1. Finance and Supply Chain Management : Coordination of a Dyadic Supply Chain through Application of Option Contracts

   Author : Katarina Eriksson; Christopher von Koch; Ola Nilsson; Håkan Locking; Verena Hagspiel; Linnéuniversitetet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Quantitative case study; Option contracts; Modelling; Supply chain flexibility; Bilateral coordination; Finance and Supply Chain Management;

   Abstract : The purpose of this dissertation is to study the relationship between dyadic supply chain flexibility and dyadic supply chain profitability.In today’s global environment, competition is no longer limited to companies but has evolved to supply chains. READ MORE

4. 2. Success factors in asset management

   Author : Stefan Engström; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : This thesis consists of four essays on the topic of asset management. The first essay, Performance and Characteristics of Swedish Mutual Funds studies the relation between fund performance and fund attributes in the Swedish market. READ MORE

5. 3. Portfolio management under transaction costs: Model development and Swedish evidence

   Author : Rickard Olsson; Lars Hassel; David Johnstone; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; Företagsekonomi; Business studies; Företagsekonomi;

   Abstract : Portfolio performance evaluations indicate that managed stock portfolios on average underperform relevant benchmarks. Transaction costs arise inevitably when stocks are bought and sold, but the majority of the research on portfolio management does not consider such costs, let alone transaction costs including price impact costs. READ MORE

6. 4. Decision making in innovation : understanding selection and prioritizaiton of development projects

   Author : Ernesto Gutiérrez; Margareta Norell Bergendahl; KTH; []
   Keywords : decision making; innovation; product development; project selection; project portfolio management; TECHNOLOGY; TEKNIKVETENSKAP;

   Abstract : This thesis has its origin in empirical evidence. Some Swedish companies claimed that despite having plenty of proposals for developing new products, they experienced problems when choosing from all those alternatives. READ MORE

7. 5. Applications of Bayesian Econometrics to Financial Economics

   Author : Christoffer Bengtsson; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

   Abstract : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. READ MORE