Search for dissertations about: "portfolio selection thesis"

Showing result 1 - 5 of 19 swedish dissertations containing the words portfolio selection thesis.

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

    University dissertation from Department of Economics, Lund Universtiy

    Author : Mattias Persson; Lund University.; Lunds universitet.; [2001]
    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

  2. 2. Essays on Risk and Portfolio Selection

    University dissertation from Department of Economics, Lund Universtiy

    Author : Ola Larsson; Lund University.; Lunds universitet.; [2005]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : .... READ MORE

  3. 3. Project Portfolio Management - an organising perspective

    University dissertation from Department of Economics, Lund Universtiy

    Author : Ola Dawidson; [2006]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; managerial issues; project portfolio management; process; R D management; organisation; product development; organising;

    Abstract : This thesis deals with aspects of importance for organising project portfolio management. Project portfolio management of industrial development projects is commonly agreed to be a way of maximising the value of the development effort, creating a balance of the activities undertaken, and ensuring a strategic alignment when choosing and compromising among development opportunities. READ MORE

  4. 4. Applications of Bayesian Econometrics to Financial Economics

    University dissertation from Department of Economics, Lund Universtiy

    Author : Christoffer Bengtsson; Lund University.; Lunds universitet.; [2006]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Abstract : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. READ MORE

  5. 5. Liquidity and Portfolio Optimisation

    University dissertation from Birmingham : Aston University

    Author : Björn Hagströmer; [2009]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; stock market; liquidity; systematic liquidity; portfolio optimisation; high-frequency data; SOCIAL SCIENCES Business and economics Economics; SAMHÄLLSVETENSKAP Ekonomi 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