Search for dissertations about: "portfolio selection"

Showing result 6 - 10 of 25 swedish dissertations containing the words portfolio selection.

2. 6. 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

4. 7. Evaluation and selection of ideas and projects in product development

   Author : Ernesto Gutiérrez; Mats Magnusson; Alessandro Grandi; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; 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

5. 8. Project Portfolio Management - an organising perspective

   Author : Ola Dawidson; Chalmers tekniska högskola; []
   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

6. 9. Applications of Bayesian Econometrics to Financial Economics

   Author : Christoffer Bengtsson; Nationalekonomiska institutionen; []
   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

7. 10. Statistical Methods in Portfolio Theory

   Author : Stanislas Muhinyuza; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : In this thesis we develop new statistical theory and apply it to practical problems dealing with mean-variance optimal portfolio selection. More precisely, we derive an exact statistical test for the characterization of the location of the tangency portfolio (TP) on the efficient frontier. READ MORE