Search for dissertations about: "estimated risk"

Showing result 6 - 10 of 951 swedish dissertations containing the words estimated risk.

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

   Author : Mattias Persson; Nationalekonomiska institutionen; []
   Keywords : 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

4. 7. Atherosclerotic cardiovascular disease in rheumatoid arthritis : aspects of pathogenesis and risk

   Author : Bengt Wahlin; Solveig Wållberg-Jonsson; Anna Södergren; Anders Bengtsson; Umeå universitet; []
   Keywords : MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Rheumatoid arthritis; inflammation; atherosclerosis; cardiovascular disease; risk estimation; cytomegalovirus; T-cells; bone turnover; osteoprotegerin; osteocalcin; Medicine; medicin;

   Abstract : Patients with rheumatoid arthritis (RA) have an increased prevalence and severity of atherosclerosis, and a corresponding increased risk of cardiovascular disease. The mechanisms causing this are not well elucidated, but both traditional cardiovascular risk factors and RA-associated factors have been associated with atherosclerosis and increased risk of cardiovascular events in patients with RA. READ MORE

5. 8. Essays on systemic risk and financial market volatility

   Author : Dominika Krygier; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; systemic risk; Volatility; Volatility forecasting; Bitcoin; implicit guarantees; Financial stability; Leverage; Value-at-Risk; CoVaR; networks; Centrality; interconnectedness; Financial crisis; Stock market; Banks; Financial Markets;

   Abstract : This doctoral thesis consists of four independent research papers. All papers are empirical and cover the area of financial market risk, with a particular focus on systemic risk and volatility in financial markets. READ MORE

6. 9. Probabilistic Assessment of the Risk of Cargo Shifting Onboard Ships in Waves

   Author : Anna Ryrfeldt; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; ship roll; cargo shifting; probabilistic model; waves; ship dynamics; risk;

   Abstract : This thesis is the result of work within the research project "Probabilistic Models for Ship Safety in Rough Seas". One major danger in sea transportation is the shifting of cargo. The aim of the project has been to develop a methodology for assessing the risk of cargo shifting as well as performing some case studies. READ MORE

7. 10. From data to decision - learning by probabilistic risk analysis of biological invasions

   Author : Ullrika Sahlin; Biologiska institutionen; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; probabilistic models; establishment success; prediction; forecasting; uncertainty; risk; invasive species; Bayesian methods;

   Abstract : Predicting an uncertain future with uncertain knowledge is a challenge. The success of efforts to preserve biodiversity, to maintain biosecurity and to reduce a negative impact from climate change, depend on scientifically based predictions of future events. READ MORE