Search for dissertations about: "Stefan Sjögren"

Found 2 swedish dissertations containing the words Stefan Sjögren.

2. 1. Voltage collapse in power systems : the influence of generator current limiters, on-load tap changers and load dynamics

   Author : Stefan Johansson; Fredrik Sjögren; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; voltage collapse; field current limiter; current-voltage trajectory; armature current limiter; load dunamics; voltage instability;

   Abstract : .... READ MORE

4. 2. The Black-Litterman Model : Towards its use in practice

   Author : Charlotta Mankert; Birger Ljung; Harald Lang; Stefan Sjögren; KTH; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Black-Litterman model; portfolio theory; portfolio management; practical portfolio management; asset allocation; sampling theory; behavioural finance; behavioral finance; overconfidence; action science; action research; Business studies; Företagsekonomi;

   Abstract : The Black-Litterman model is analyzed in three steps seeking to investigate, develop and test the B-L model in an applied perspective. The first step mathematically derives the Black-Litterman model from a sampling theory approach generating a new interpretation of the model and an interpretable formula for the parameter weight-on-views. READ MORE