Search for dissertations about: "Time Diversification"

Showing result 6 - 10 of 89 swedish dissertations containing the words Time Diversification.

  2. 6. Improving strategic decisions for real estate investors : Perspectives on allocation and management

    Author : Sigrid Katzler; Svante Mandell; Inga-Lill Söderberg; Elias Oikarinen; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Public real estate; private real estate; MPT; time-varying correlation; liquidity; mixed-asset portfolio; real estate portfolio; diversification; outsourcing; Fastigheter och byggande; Real Estate and Construction Management;

    Abstract : Real estate is an attractive asset class in the mixed-asset portfolio due to favorable risk return characteristics and low correlations with other asset classes like stock and bonds. Unlike financial assets, real estate is a physical asset where large lot sizes/indivisibility, heterogeneity, low liquidity and high transaction costs make applying financial models like modern portfolio theory (MPT) challenging. READ MORE

  4. 7. Genomic and morphological diversity of marine planktonic diatom-diazotroph associations : a continuum of integration and diversification through geological time

    Author : Andrea Caputo; Rachel Ann Foster; Monika Quinones Winder; Ramon Massana; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; phytoplankton; diatoms; cyanobacteria; diazotrophs; symbiosis; evolution; phylogenetics; confocal microscopy; qPCR; CARD-FISH; tropics; sub-tropics; Marine Ecology; marin ekologi;

    Abstract : Symbioses between eukaryotes and nitrogen (N2)-fixing cyanobacteria (or diazotrophs) are quite common in the plankton community. A few genera of diatoms (Bacillariophyceae) such as Rhizosolenia, Hemiaulus and Chaetoceros are well known to form symbioses with the heterocystous diazotrophic cyanobacteria Richelia intracellularis and Calothrix rhizosoleniae. READ MORE

  5. 8. 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

  6. 9. Income diversification as a response to social-ecological traps : A case study of small-scale fisheries and aquaculture in the Tam Giang lagoon, Central Viet Nam

    Author : Tong Thi Hai Hanh; Wiebren Boonstra; Melissa Marschke; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; alternative livelihoods; aquaculture households; income diversification; fishing households; small-scale aquaculture; small-scale fisheries; social-ecological traps; and Tam Giang lagoon; Natural Resources and Sustainable Development; Naturresurser och hållbar utveckling;

    Abstract : Many small-scale fishing and aquaculture households in the global South struggle with reinforcing feedbacks between resource degradation and livelihood impoverishment – a situation that is often resembled to a social-ecological trap. Studies suggest that facilitation of income diversification contributes to mitigation and even prevention of trap situations as it reduces exploitation pressure while at the same time makes the households’ livelihood more resilient. READ MORE

  7. 10. Essays on Risks in Investment Strategies

    Author : Ian Khrashchevskyi; Ai Jun Hou; Jarkko Peltomäki; Mika Vaihekoski; Stockholms universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; investment strategies; risk; hedging; diversification; derivatives; safe haven; investor behavior; financial education; företagsekonomi; Business Administration;

    Abstract : This dissertation contains three articles, which investigate different types of risks investors encounter during the investment process.Article I investigates the relation between macroeconomic risk and higher-moment moment risk premia. READ MORE