Search for dissertations about: "FINANCIAL ASSETS"

Showing result 6 - 10 of 91 swedish dissertations containing the words FINANCIAL ASSETS.

  2. 6. Information and financial markets

    Author : Stefan Anchev; Jörgen Hellström; Rickard Olsson; Juha-Pekka Kallunki; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Information; dissemination of information; production of private information; information disadvantage; investor base; stock return anomalies; stock price informativeness; quantity of firm disclosure; less sophisticated individual investors;

    Abstract : The results in this thesis are consistent with the hypotheses that: 1) the incomplete dissemination of information across investors helps in explaining the occurrence and the persistence of cross-sectional stock return anomalies, 2) the properties of the investor base of a stock have implications for the informativeness of the stock's price and 3) a greater quantity of firm disclosure places less sophisticated investors at an information disadvantage. Overall, the thesis provides new empirical evidence about the role of information in financial markets. READ MORE

  4. 7. Essays on Financial Models

    Author : Henrik Amilon; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    Abstract : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. READ MORE

  5. 8. What do you expect? : individual investors' subjective expectations, information usage, and social interactions in financial decision-making

    Author : Oscar Stålnacke; Jörgen Hellström; Rickard Olsson; Anders Anderson; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Behavioral finance; Beliefs; Confidence; Expectations; Financial information; Financial risk-taking; Household finance; Individual investors; Panel data; Portfolio choice; Portfolio return; Return; Risk; Social interaction; Sophistication; Stock market; Subjective probability; Survey research; företagsekonomi; Business Studies;

    Abstract : This thesis consists of an introductory part and four self-contained papers related to individual investors’ subjective expectations and their financial behavior. Paper [I] analyzes multiple measures of individual investors’ expectations of risk and return using survey data on a random sample of individual investors in Sweden. READ MORE

  6. 9. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization

    Author : Jonas Ekblom; Jörgen Blomvall; Michal Kaut; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Stochastic programming; Approximate dynamic programming; Financial optimization; Portfolio optimization; Corporate hedging; Scenario generation; Importance sampling;

    Abstract : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. READ MORE

  7. 10. Wealth and the economic vote : How assets and liabilities shape election outcomes

    Author : Anton Brännlund; Karl-Oskar Lindgren; Pär Nyman; Andreas Bergh; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economic voting; wealth; political parties; financial markets; economic inequality; Statskunskap; Political Science; Statskunskap; Political Science;

    Abstract : This thesis contributes to the literature on economic voting, especially the subfield of the electoral impact in relation to wealth. The thesis consists of an introductory chapter and four independent research articles based on data from Sweden. READ MORE