Search for dissertations about: "portfolio selection"
Showing result 11 - 15 of 25 swedish dissertations containing the words portfolio selection.
-
11. Decision Support for Product Management of Software Intensive Products
Abstract : Context: At the core of choosing what features and level of quality to realize, and thus offer a market or customer, rests on the ability to take decisions. Decision-making is complicated by the diverse understanding of issues such as priority, consequence of realization, and interpretations of strategy as pertaining to the short-term and long-term development of software intensive products. READ MORE
-
12. Essays on Financial Models
Abstract : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. READ MORE
-
13. Assessment of the uncertainty in small and large dimensional portfolio allocation
Abstract : Portfolio theory is a large subject with many branches. In this thesis we concern ourselves with one of these, the precense of uncertainty in the portfolio allocation problem and in turn, what it leads to. There are many forms of uncertainty, we consider two of these. READ MORE
-
14. Probabilistic modeling in sports, finance and weather
Abstract : In this thesis, we build mathematical and statistical models for a wide variety of real world applications. The mathematical models include applications in team sport tactics and optimal portfolio selection, while the statistical modeling concerns weather and specifically precipitation. READ MORE
-
15. Essays in financial guarantees and risky debt
Abstract : This dissertation consists of six separate papers dealing with the valuation of financial guarantees and risky debt contract. Each of these papers is independent and distinct. The main theme is the valuation of securities by contingent claims analysis (CCA). Paper 1: Valuation of Financial Guarantees A Presentation and a Critique. READ MORE