Sökning: "Efficient Frontiers"

Visar resultat 6 - 10 av 12 uppsatser innehållade orden Efficient Frontiers.

1. 6. A Retake on Productivity Growht, Technical Progress and Efficiency Change using Malmquist Productivity Indexes.

   Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Författare :Frank Eriksson Barman; [2014-09-05]
   Nyckelord :Productivity; Data Envelopment Analysis; Efficient Frontiers; Malmquist index; Technical Efficiency; Technological Change; Penn World Table; OECD countries;

   Sammanfattning : This thesis follows methods employed by Färe et al. (1994) in their influential article ‘Productivity Growth, Technical Progress, and Efficiency Change in Industrialized Countries’, published in the American Economic Review. LÄS MER

3. 7. Analyzing firm performance in a glass industry: a non-parametric frontier approach

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Serajes Salekeen; Mona Mahram; [2011]
   Nyckelord :industrial glass factory.; scale efficiency; technical efficiency; non-parametric frontier; economic efficiency; data envelopment analysis; allocative efficiency; Business and Economics;

   Sammanfattning : A non-parametric data envelopment analysis (DEA) method is applied in this study in order for calculating the technical and scale efficiency of a glass factory by means of a production frontier, despite the common trend among contemporary literatures to use stochastic parametric methods and ‘estimate’ the frontier production function. The available aggregated structure of the firm data paved the way for the authors to rethink and adopt a mathematical (linear programming) approach which would make it possible to conduct the study with a limited number of observations and without the detailed form of the production function. LÄS MER

4. 8. Comparing Return-Risk and Direct Utility Maximization Portfolio Optimization Methods by ‘Certainty Equivalence Curves’

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Hien Vu; [2009]
   Nyckelord :Portfolio Optimization Return Risk Direct Utility Maximization CE; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Sammanfattning : Mean-Risk portfolio optimization method proposes an efficient frontier that consists of portfolios not dominated by any portfolio. Consequently, this method reduces the choice set by excluding inefficient portfolios. Different risk measures offer different efficient frontiers, which can be interpreted as different optimal choice sets. LÄS MER

5. 9. Portfolio Optimization with CVaR

   Master-uppsats, Institutionen för matematik och matematisk statistik

   Författare :Mikko Lappalainen; [2008]
   Nyckelord :;

   Sammanfattning : In times of great insecurity and turbulence on every major stock exchange, it is evident that controlling the risks in ones investment strategies is an important issue for the entire global economy. Perhaps there is no such thing as a golden rule on how to manage a portfolio, but history shows that focusing too much on the return is risky business. LÄS MER

7. 10. Mutual Fund Performance – An Empirical Analysis of China’s Mutual Fund Market

   D-uppsats, Göteborgs universitet/Graduate Business School

   Författare :Yuzhong Zhao; Mingxia Lu; [2006]
   Nyckelord :Open-end fund; Closed-end fund; Mean-variance theory; Downside risk; Lower Partial Moment; Value at Risk; Efficient frontier;

   Sammanfattning : This paper investigates the performance of China’s mutual funds in the period 2001-2005 by using mean-variance, downside-risk and value-at-risk approaches. We distinguish between the open-end funds and closed-end funds in terms of their different characteristics and investment styles. LÄS MER