Search for dissertations about: "Asset pricing"

Showing result 11 - 15 of 62 swedish dissertations containing the words Asset pricing.

  2. 11. Essays on Credit Risk

    Author : Caren Guo Nielsen; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; equity returns; size effect; value effect; momentum effect; credit risk effect; credit default swap; banks; asset risk; credit risk; portfolio choice; risk-based capital regulation; bank bailouts; moral hazard; distress risk; capital injections; TARP; CPP; market discipline; financial crisis;

    Abstract : This dissertation covers the issues related to credit risk that stem from the recent financial crisis and that are concerned by investors, financial intermediaries, and governments. The results of the research have important implications for asset managers, such as using the information from the credit risk market to rebalance stock portfolios, and for policy makers in regulating or bailing out banks. READ MORE

  4. 12. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk

    Author : Carl Wilkens; Mats Persson; Peter Sellin; Michael Bergman; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; instantaneous interest rate; fixed income market; asset pricing; derivative pricing; Economics; Nationalekonomi;

    Abstract : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. READ MORE

  5. 13. Essays on Art Markets : insight from the international sculpture auction market

    Author : Rustam Vosilov; Jörgen Hellström; Rickard Olsson; Christophe Spaenjers; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Art markets; asset pricing; art finance; art economics; art auctions; sculpture market; art as alternative investment; art pricing; företagsekonomi; Business Studies;

    Abstract : The main purpose of this thesis is to investigate the viability of sculpture as a potential alternative investment. This goal is achieved through partly assessing the market quality of the auction market for sculptures and partly by studying their long-run diversification potential. READ MORE

  6. 14. Essays on portfolio behavior and asset pricing

    Author : Bo Stoltz; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Abstract : This thesis consists of four self-contained essays on portfolio behavior and asset pricing.The first Essay employs portfolio theory to study the balance sheet composition of theSwedish Manufacturing Industry 1965-90. READ MORE

  7. 15. Essays in Machine Learning Applications for Asset Pricing

    Author : Yavor Kovachev; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE