Search for dissertations about: "portfolio selection thesis"

Showing result 1 - 5 of 21 swedish dissertations containing the words portfolio selection thesis.

  1. 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

  2. 2. Liquidity and Portfolio Optimisation

    Author : Björn Hagströmer; Jane M. Binner; Aston University Aston Business School; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; stock market; liquidity; systematic liquidity; portfolio optimisation; high-frequency data; Economics; Nationalekonomi;

    Abstract : This thesis presents research within empirical financial economics with focus on liquidity and portfolio optimisation in the stock markets. The discussion on liquidity is focussed on measurement issues, including TAQ data processing and measurement of systematic liquidity factors. READ MORE

  3. 3. Essays on Risk and Portfolio Selection

    Author : Ola Larsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : [abstract missing].... READ MORE

  4. 4. Decision making in innovation : understanding selection and prioritizaiton of development projects

    Author : Ernesto Gutiérrez; Margareta Norell Bergendahl; KTH; []
    Keywords : decision making; innovation; product development; project selection; project portfolio management; TECHNOLOGY; TEKNIKVETENSKAP;

    Abstract : This thesis has its origin in empirical evidence. Some Swedish companies claimed that despite having plenty of proposals for developing new products, they experienced problems when choosing from all those alternatives. READ MORE

  5. 5. Evaluation and selection of ideas and projects in product development

    Author : Ernesto Gutiérrez; Mats Magnusson; Alessandro Grandi; KTH; []
    Keywords : ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; decision making; product development; project evalaution; project portfolio management; project selection;

    Abstract : Product development has become an important competitive factor for most companies. A central task is to select which projects, often from a large number of project proposals, are to be developed in order to achieve strategic objectives without exceeding available resources. READ MORE