Search for dissertations about: " Portfolio"

Showing result 1 - 5 of 185 swedish dissertations containing the word  Portfolio.

  1. 1. Integration of Sustainability Aspects in Product Portfolio

    Author : Denny Carolina Villamil Velasquez; Sophie Hallstedt; Rene Wever; Blekinge Tekniska Högskola; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Product portfolio; sustainability product portfolio; sustainable product development; portfolio evaluation criteria; early design phase; strategic sustainability; strategic plan.;

    Abstract : Several environmental issues are incrementing systematically, and many of them are linked to manufacturing activities. To mitigate these issues, it is necessary to develop sustainability solutions in the early stages of the innovation process, where there is room for creativity and innovation. READ MORE

  2. 2. Copula-based Portfolio Optimization

    Author : Maziar Sahamkhadam; Andreas Stephan; Håkan Locking; Ranadeva Jayasekera; Linnéuniversitetet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Copula; portfolio optimization; conditional Value-at-Risk; vine copulas; asymmetric tail dependence; Black-Litterman approach; expectile Value-at-Risk; multiobjective portfolios; Business administration; Företagsekonomi;

    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. 3. Liquidity and Portfolio Optimisation

    Author : Björn Hagströmer; Jane M. Binner; Aston University Aston Business School; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; stock market; liquidity; systematic liquidity; portfolio optimisation; high-frequency data; Economics; Nationalekonomi;

    Abstract : This thesis presents research within empirical financial economics with focus on liquidity and portfolio optimisation in the stock markets. The discussion on liquidity is focussed on measurement issues, including TAQ data processing and measurement of systematic liquidity factors. READ MORE

  4. 4. Pricing Portfolio Credit Derivatives

    Author : Alexander Herbertsson; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Portfolio credit risk; intensity-based models; dynamic dependence modelling; default contagion; CDS; synthetic CDO tranches; index CDS; k-th-to-default swaps; CDS-correlation; default-correlation; Markov jump processes; multivariate phase-type distributions; matrix-analytic methods;

    Abstract : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. READ MORE

  5. 5. The Black-Litterman Model : mathematical and behavioral finance approaches towards its use in practice

    Author : Charlotta Mankert; Birger Ljung; Ted Lindblom; KTH; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Black-Litterman Model; Portfolio Management; Portfolio Theory; Portfolio Models; Behavioral Finance; Business and economics; Ekonomi;

    Abstract : The financial portfolio model often referred to as the Black-Litterman model is analyzed using two approaches; a mathematical and a behavioral finance approach. After a detailed description of its framework, the Black-Litterman model is derived mathematically using a sampling theoretical approach. READ MORE