Search for dissertations about: "Portfolio diversification"

Showing result 11 - 15 of 29 swedish dissertations containing the words Portfolio diversification.

  2. 11. Essays on Corporate Governance

    Author : Naciye Sekerci; Företagsekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; blockholders; stock importance; portfolio diversification; family firms; investment horizon; Enterprise Risk Management;

    Abstract : This thesis consists of four self-contained, yet related articles which all contribute mainly to the corporate governance literature. Very broadly, the first two papers are on family firms and large shareholders in Sweden while the second two are on Enterprise Risk Management (ERM) practices in Nordic countries. READ MORE

  4. 12. Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations

    Author : Yuna Liu; Tomas Sjögren; Jörgen Hellström; Mikael Bask; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Time-varying return predictability; Tests for jumps; International financial markets; Market structure; Common trading platform; Integration; Time-varying correlation; C-GARCH; Trust; Portfolio Diversification; Stock Market Participation; nationalekonomi; Economics;

    Abstract : This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market.In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. READ MORE

  5. 13. International portfolio choice and trading behavior

    Author : Göran Robertsson; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This thesis consists of four essays on topics relating to the fields of international portfolio choice, trading behavior, and asset pricing. "Direct Foreign Ownership, Institutional Investors, and Firm Characteristics" analyzes portfolios of Swedish stocks held by foreign investors. READ MORE

  6. 14. Essays in empirical corporate finance and portfolio choice

    Author : Andriy Bodnaruk; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : One of the main tenets of finance is diversification. Investors choose their portfolios so as to diversify away their idiosyncratic risk. In four essays included into this dissertation the implications of less than perfect diversification on investors’ performance and asset pricing are investigated. READ MORE

  7. 15. Portfolio management under transaction costs: Model development and Swedish evidence

    Author : Rickard Olsson; Lars Hassel; David Johnstone; Umeå universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Business studies; Företagsekonomi; Business studies; Företagsekonomi;

    Abstract : Portfolio performance evaluations indicate that managed stock portfolios on average underperform relevant benchmarks. Transaction costs arise inevitably when stocks are bought and sold, but the majority of the research on portfolio management does not consider such costs, let alone transaction costs including price impact costs. READ MORE