Search for dissertations about: "Birger Nilsson"

Found 2 swedish dissertations containing the words Birger Nilsson.

  1. 1. International Asset Pricing, Diversification and Links between National Stock Markets

    University dissertation from Department of Economics, Lund Universtiy

    Author : Birger Nilsson; Lunds universitet.; Lund University.; [2002]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering; economic systems; economic theory; Economics; econometrics; Simulated Annealing; Capital Market Liberalization; International Asset Pricing; Diversification;

    Abstract : Popular Abstract in Swedish Avhandlingen består av tre empiriska uppsatser inom internationell finansiell ekonomi. Den ekonometriska gemensamma nämnaren är att samtliga använda modeller är av komplex multivariat natur. READ MORE

  2. 2. Financial Applications of Markov Chain Monte Carlo Methods

    University dissertation from Department of Economics, Lund Universtiy

    Author : Andreas Graflund; Lunds universitet.; Lund University.; [2002]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Finansiering; Financial science; ekonomiska system; ekonomisk politik; ekonomisk teori; Nationalekonomi; economic policy; economic systems; economic theory; Economics; econometrics; Mean Reversion; Diversification; Real Estate Stocks; Markov Chain Monte Carlo Methods; Stock Markets; ekonometri;

    Abstract : Popular Abstract in Swedish Avhandlingen omfattar fyra artiklar inom empirisk finansiell ekonomi. Det första kapitlet är en kort sammanfattning av avhandlingens innehåll. Det andra kapitlet, Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon. READ MORE