Search for dissertations about: "Mean variance allocation"
Showing result 1 - 5 of 7 swedish dissertations containing the words Mean variance allocation.
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1. Efficient strategies for collecting posture data using observation and direct measurement
Abstract : Relationships between occupational physical exposures and risks of contracting musculoskeletal disorders are still not well understood; exposure-response relationships are scarce in the musculoskeletal epidemiology literature, and many epidemiological studies, including intervention studies, fail to reach conclusive results. Insufficient exposure assessment has been pointed out as a possible explanation for this deficiency. READ MORE
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2. Institutional Real Investments : Real Estate in a Multi-Asset Portfolio
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
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3. Assessment of the uncertainty in small and large dimensional portfolio allocation
Abstract : Portfolio theory is a large subject with many branches. In this thesis we concern ourselves with one of these, the precense of uncertainty in the portfolio allocation problem and in turn, what it leads to. There are many forms of uncertainty, we consider two of these. READ MORE
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4. Individual health, neighborhood characteristics, and allocation of primary health care resources
Abstract : Aims: To examine whether neighborhood education and neighborhood income predict incidence rates of coronary heart disease (CHD), beyond individual characteristics (study 1); to examine whether neighborhood deprivation, measured with Care Need Index (CNI), predicts CHD incidence rates, beyond individual characteristics (study 2); to examine whether low scores in a social participation index predict CHD incidence rates, after adjustment for individual characteristics (study 3); and to examine the relationship between CNI and poor self-reported health at neighborhood level, to examine whether the transformed CNI can be used for a total allocation of primary health care resources and to compare the transformed CNI with the official Stockholm model (study 4). Methods: In study 1 25,319 individuals between 1986 and 1993 from the Swedish Annual Level of Living Survey (SALLS) were followed until December 31, 1997, for CHD incidence events. READ MORE
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5. Essays on Financial Models
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