Search for dissertations about: " Portfolio"

Showing result 11 - 15 of 229 swedish dissertations containing the word  Portfolio.

  2. 11. Essays on household portfolio choice

    Author : Thomas Jansson; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  4. 12. Portfolio Optimization and Statistics in Stochastic Volatility Markets

    Author : Carl Lindberg; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Stochastic control; portfolio optimization; verification theorem; Feynman-Kac formula; stochastic volatility; non-Gaussian Ornstein-Uhlenbeck process; estimation; number of trades; stochastic volatility;

    Abstract : Large financial portfolios often contain hundreds of stocks. The aim of this thesis is to find explicit optimal trading strategies that can be applied to portfolios of that size for different n-stock extensions of the model by Barndorff-Nielsen and Shephard [3]. READ MORE

  5. 13. Retirement Planning: Portfolio Choice for Long-Term Investors

    Author : Karl Erlandzon; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Life-cycle; portfolio choice; pensions; Shiller-swap; defined contribution; defined benefit;

    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

  6. 14. Essays on Income Risk, Portfolio Choices and the Macroeconomy

    Author : Gualtiero Azzalini; Per Krusell; Kurt Mitman; Alexander Michaelides; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Macroeconomics; household finance; income risk; portfolio choice; wealth inequality; heterogeneous agents; insurance; search and matching; Economics; nationalekonomi;

    Abstract : Business cycle asymmetry of earnings pass-throughHow does the firm's role as an insurance provider vary over the business cycle? Using Swedish administrative data, I document that idiosyncratic firm productivity shocks are passed through workers' earnings asymmetrically. In non-recessions, firms are good insurers against negative shocks. READ MORE

  7. 15. Institutional Real Investments : Real Estate in a Multi-Asset Portfolio

    Author : Jon Lekander; Åke Gunnelin; Tony Key; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Real Estate Investment; Asset Allocation; Alternative Assets; Multi-Asset Portfolio; Real Estate and Construction Management; Fastigheter och byggande;

    Abstract : The purpose of this thesis is to analyze real estate investments from the vantage point of an institutional multi asset investor perspective, both in terms of the potential benefits real estate can bring as well as the challenges it can pose. The thesis consists of six papers and approaches the research question from three distinct perspectives. READ MORE