Search for dissertations about: "Portfolio diversification"

Showing result 16 - 20 of 29 swedish dissertations containing the words Portfolio diversification.

  2. 16. After Work - Investing for Retirement

    Author : Evert Carlsson; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Life-cycle; portfolio choice; pensions; Shiller-swap; defined contribution; defined benefit;

    Abstract : The first three papers are the result of work on various aspects of pension savings. The framework for analysis and common to all papers; is a life-cycle model of a borrowing-constrained individual's consumption- and portfolio-choices in the presence of uncertain labour-income. READ MORE

  4. 17. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance

    Author : Gazi Salah Uddin; Bo Sjö; Ramo Gencay; Linköpings universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Commodity markets; Nonlinear causality testing; Dependence structure; Business cycles; Timescale analysis; Growth dynamics; Portfolio management;

    Abstract : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. READ MORE

  5. 18. Essays on Share Repurchases and Equity Ownership

    Author : Jonas Råsbrant; Staffan Laestadius; Kenneth Högholm; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Share repurchases; Buybacks; Stock performance; Liquidity; Rights offerings; Equity ownership; Portfolio choice; Owner-managers; Stockholm Stock Exchange; NASDAQ OMX Stockholm;

    Abstract : This thesis comprises five empirical essays using Swedish data. Three of the essays examine open market share repurchases, one essay investigates changes in investors’ shareholdings surrounding equity rights offerings (ROs), and the last essay investigates owner-managers’ equity portfolio choices. READ MORE

  6. 19. Success factors in asset management

    Author : Stefan Engström; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This thesis consists of four essays on the topic of asset management. The first essay, Performance and Characteristics of Swedish Mutual Funds studies the relation between fund performance and fund attributes in the Swedish market. READ MORE

  7. 20. Essays on exchange rates and international finance

    Author : Marianne Nessén; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of three essays. Essay 1: Common Trends in Prices and Exchange Rates – Tests of Long-Run Purchasing Power Parity. This essay examines the empirical validity of long-run purchasing power parity by means of multivariate cointegration tests due to Johansen (1988, 1991a). READ MORE