Search for dissertations about: "risk premium"

Showing result 1 - 5 of 52 swedish dissertations containing the words risk premium.

2. 1. Essays on Corporate Risk Management

   Author : Håkan Jankensgård; Företagsekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Risk management; risk measurement; hedging; enterprise risk; centralization;

   Abstract : Companies spend a lot of attention and resources on something commonly referred to as ‘risk management’. Despite its apparent importance and intuitive appeal, corporate risk management is fraught with many difficulties, both on the conceptual and practical level. READ MORE

4. 2. Essays on the Skill Premium

   Author : Klas Sandén; Göteborgs universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Wage Inequality; Skill Premium; Human Capital; Occupational Choice; Cooperatives; Contracting Out; Outsourcing; Fragmentation; Technological Change; Market Power; Monopolistic Competition; Innovation; Risk; Uncertainty;

   Abstract : The thesis consists of three separate essays about wage inequality in industrialized countries. In the first essay, it is shown that an increased supply of high-skill workers can increase the wage rate and increase the relative wage of high-skill workers. READ MORE

5. 3. Essays in international risk sharing : Currency strategies and credit cycles

   Author : Tommy von Brömsen; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : In order to earn excess returns, investors must take on risk. For an international investor that risk can be characterized as either country-specific or global. While the former risks are contained within a given country, global risks are spread across economies and can potentially affect investors around the world. READ MORE

6. 4. Essays on stochastic volatility

   Author : Marcus Nossman; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; volatility; Contagion; jumps; risk premium; MCMC;

   Abstract : This dissertation consists of five papers concerned with the estimation and analysis of financial price processes. The first paper develops a stock price model and analyzes the impact of the US and the regional European stock markets on the local European countries’ stock markets. READ MORE

7. 5. Essays on Financial Risks and the Subprime Crisis

   Author : Emanuel Alfranseder; Nationalekonomiska institutionen; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; GARCH; Spillover; Contagion; Financial Distress; Financial Constraints; Financial Crisis; Equity Premium; Doubt; Pessimism; ; Investment; Capital Structure; Bankruptcy Risk;

   Abstract : This thesis covers the impact of the financial crisis of 2007-2009, the non-linearity in the impact of bankruptcy risk on leverage and the effect of pessimism and doubt on the equity premium. It consists of four self-contained essays. READ MORE