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Showing result 1 - 5 of 25 swedish dissertations matching the above criteria.
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1. Portfolio Selection and the Analysis of Risk and Time Diversification
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
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2. Liquidity and Portfolio Optimisation
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
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3. Guidance in developing a sustainability product portfolio in manufacturing companies
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
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4. Bayesian portfolio selection and risk estimation
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
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5. Essays on Risk and Portfolio Selection
Abstract : [abstract missing].... READ MORE