Search for dissertations about: "economic systems economic policy economic theory econometrics Economics Lower Partial Moment Portfolio Selection Parameter Uncertainty Time Diversification Bootstrap Downside Risk Estimation Risk Nationalekonomi ekonometri ekonomisk teori ekonomiska system ekonomisk politik Financial science Finansiering"

Found 1 swedish dissertation containing the words economic systems economic policy economic theory econometrics Economics Lower Partial Moment Portfolio Selection Parameter Uncertainty Time Diversification Bootstrap Downside Risk Estimation Risk Nationalekonomi ekonometri ekonomisk teori ekonomiska system ekonomisk politik Financial science Finansiering.

2. 1. Portfolio Selection and the Analysis of Risk and Time Diversification

   Author : Mattias Persson; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; economic systems; economic theory; econometrics; Economics; Lower Partial Moment; Portfolio Selection; Parameter Uncertainty; Time Diversification; Bootstrap; Downside Risk; Estimation Risk; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

   Abstract : This thesis is devoted to the analysis of three important issues in financial economics in general and portfolio selection in particular: the risk measure, estimation risk and time diversification. Besides a short introductory chapter the thesis consists of four empirical essays. READ MORE