Search for dissertations about: "portfolio thesis"
Showing result 1 - 5 of 227 swedish dissertations containing the words portfolio thesis.
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1. Integration of Sustainability Aspects in Product Portfolio
Abstract : Several environmental issues are incrementing systematically, and many of them are linked to manufacturing activities. To mitigate these issues, it is necessary to develop sustainability solutions in the early stages of the innovation process, where there is room for creativity and innovation. READ MORE
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2. Copula-based Portfolio Optimization
Abstract : This thesis studies and develops copula-based portfolio optimization. The overall purpose is to clarify the effects of copula modeling for portfolio allocation andsuggest novel approaches for copula-based optimization. The thesis is a compilation of five papers. READ MORE
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3. 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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4. 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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5. Pricing Portfolio Credit Derivatives
Abstract : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. READ MORE