Search for dissertations about: "portfolio selection thesis"

Showing result 1 - 5 of 23 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; 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 : 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. Guidance in developing a sustainability product portfolio in manufacturing companies

    Author : Carolina Villamil Velasquez; Sophie Hallstedt; Göran Broman; Johanna Wallin Nylander; Daniella Pigosso; Blekinge Tekniska Högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Product portfolio; sustainability product portfolio; sustainable product development; portfolio evaluation criteria; early design phase; strategic sustainability; strategic plan.; Strategic Sustainable Development; Strategisk hållbar utveckling;

    Abstract : During the last decade, manufacturing companies have experienced an increased demand for solutions that promote socio-ecological sustainability. To succeed in the sustainability transformation, companies need to systematically and strategically implement sustainability performance in their product portfolios. READ MORE

  4. 4. Bayesian portfolio selection and risk estimation

    Author : Vilhelm Niklasson; Taras Bodnar; Andreas Stephan; Stockholms universitet; []

    Abstract : This thesis concerns portfolio theory from a Bayesian perspective and it includes two papers related to this theme. In the first paper, optimal portfolio weights are derived from a Bayesian perspective to the problem of minimizing the portfolio risk in terms of value at risk (VaR) or conditional value at risk (CVaR) given a certain level of expected return. READ MORE

  5. 5. Essays on Risk and Portfolio Selection

    Author : Ola Larsson; Nationalekonomiska institutionen; []

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