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Showing result 1 - 5 of 229 swedish dissertations matching the above criteria.

2. 1. Integration of Sustainability Aspects in Product Portfolio

   Author : Denny Carolina Villamil Velasquez; Sophie Hallstedt; Rene Wever; Blekinge Tekniska Högskola; []
   Keywords : 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

4. 2. Copula-based Portfolio Optimization

   Author : Maziar Sahamkhadam; Andreas Stephan; Håkan Locking; Ranadeva Jayasekera; Linnéuniversitetet; []
   Keywords : 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

5. 3. Liquidity and Portfolio Optimisation

   Author : Björn Hagströmer; Jane M. Binner; Aston University Aston Business School; []
   Keywords : 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

6. 4. Guidance in developing a sustainability product portfolio in manufacturing companies

   Author : Carolina Villamil Velasquez; Sophie Hallstedt; Göran Broman; Johanna Wallin Nylander; Daniella Pigosso; Blekinge Tekniska Högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Product portfolio; sustainability product portfolio; sustainable product development; portfolio evaluation criteria; early design phase; strategic sustainability; strategic plan.; Strategic Sustainable Development; Strategisk hållbar utveckling;

   Abstract : During the last decade, manufacturing companies have experienced an increased demand for solutions that promote socio-ecological sustainability. To succeed in the sustainability transformation, companies need to systematically and strategically implement sustainability performance in their product portfolios. READ MORE

7. 5. Pricing Portfolio Credit Derivatives

   Author : Alexander Herbertsson; Göteborgs universitet; []
   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