Search for dissertations about: "Asset substitution"

Showing result 1 - 5 of 12 swedish dissertations containing the words Asset substitution.

  2. 1. Empirical studies of financial asset returns

    Author : Sonnie Karlsson; Lunds universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Asset pricing; Riskaversion; Consumption; Capital investments; Multi-moment; Non-linear; International capital markets; Credit risk; Swap spread; Liquidity;

    Abstract : This dissertation aims at understanding differences in rates of returns on financial assets, both in the cross-section and over time. It contains four chapters. The first paper is "Non-separable preferences and risk aversion: Results from the UK". READ MORE

  4. 2. 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

  5. 3. 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

  6. 4. Empirical studies of portfolio choice and asset prices

    Author : Björn Lagerwall; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This thesis contains empirical studies of portfolio choice and asset prices. The first two chapters deal with incorporating labor supply into models traditionally only focusing on consumption. Can the risk premium on stocks be better understood when taking labor supply into account? This is the topic of the first chapter. READ MORE

  7. 5. Studies on the competitiveness of wood : - market segmentation and customer need assessments

    Author : Ragnar Jonsson; Roger Cooper; Växjö universitet; []
    Keywords : wood; building material; material substitution; end-consumer; floorcovering; customer needs; FORESTRY; AGRICULTURAL SCIENCES and LANDSCAPE PLANNING; SKOGS- och JORDBRUKSVETENSKAP samt LANDSKAPSPLANERING;

    Abstract : Over the last decades, wood has encountered increasing competition from other building materials. Hence, it is relevant to study the underlying factors of material substitution. The market for repair and remodelling (R&R) is growing in importance. READ MORE