Search for dissertations about: "financial theory"

Showing result 1 - 5 of 277 swedish dissertations containing the words financial theory.

  2. 1. Financial Advisory Services : Exploring relationships between consumers and financial advisors

    Author : Inga-Lill Söderberg; Kent Eriksson; Misse Wester; Mats Edenius; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial advice; conusmer finance; financial services; financial decisioin making; risk perception; relationship; working alliance;

    Abstract : The need for more knowledge about different aspects of financial advisory services has been highlighted by scholars of many disciplines, and calls for more in-depth studies of this practice have been put forward. The purpose of this thesis is to answer this call and, thereby, enhance knowledge about financial advisory services and the provision and receipt of advice occurring in a face-to-face encounter between a professional advisor and a consumer. READ MORE

  4. 2. Beyond Moral Teaching : Financial Literacy as Citizenship Education

    Author : Mattias Björklund; Niklas Jakobsson; Martin Kristiansson; Johan Sandahl; Jan Löfström; Karlstads universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial literacy; social studies; upper secondary school; citizenship education; teaching; learning; pedagogical work; subject-matter didaktik; PCK; threshold concepts; variation theory; Beutelsbach consensus; powerful knowledge; second order concepts; Pedagogiskt arbete; Educational Work;

    Abstract : This thesis explores what financial literacy is, what financial literacy becomes and what financial literacy could become within the context of a citizenship education such as the Swedish upper secondary subject of social studies.  Financial literacy does not intuitively converge with social sciences which leaves social studies teachers to both teach and realise financial literacy. READ MORE

  5. 3. Evaluating Asset-Pricing Models in International Financial Markets

    Author : Fadi Zaher; Högskolan i Skövde; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial science; economic policy; economic theory; economic systems; econometrics; Hansen-Jagannathan boundsequity premium puzzle; Forecasting methods; asset-pricing models; Economics; bootstrap; short-sales constraint; ekonomisk politik; finansiering; ekonomiska system; nationalekonomi; ekonometri; Hansen-Jagannathan bounds; ekonomisk teori; Business and economics; Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap; ekonomisk politik; Financial science; Finansiering; ekonomiska system; economic policy; Nationalekonomi; ekonometri; economic theory; economic systems; econometrics; Hansen-Jagannathan bounds; equity premium puzzle; Forecasting methods; asset-pricing models; ekonomisk teori; Economics; bootstrap.; short-sales constraint;

    Abstract : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. READ MORE

  6. 4. Optimisation of Clinical Trials using Bayesian Decision Theory

    Author : Sebastian Jobjörnsson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; decision theory; drug regulation; ; Bayesian statistics; subgroup analysis; clinical trials; health economics; multiple testing; decision theory;

    Abstract : A decision maker confronted with the task of designing a clinical trial has to consider a multitude of aspects. Large trials lead to more evidence,which in turn makes it less likely that harmful decisions are taken when deciding on future treatments for patients. READ MORE

  7. 5. Modeling the covariance matrix of financial asset returns

    Author : Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

    Abstract : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. READ MORE