Sökning: "Jens Norell"

Hittade 4 uppsatser innehållade orden Jens Norell.

1. 1. Bland ettor och nollor : En studie av nationell vägledning för den digitala socialtjänsten

   Kandidat-uppsats, Uppsala universitet/Centrum för socialt arbete - CESAR

   Författare :Jens Norell; David Holdor; [2018]
   Nyckelord :E-government; Socialtjänst; Brukarperspektiv; Digitalisering;

   Sammanfattning : I denna studie undersöks nationell vägledning av implementeringen av e-tjänster inom socialtjänsten. Den teoretiska utgångspunkten är i socialkonstruktionismen med en inriktning på empowerment. LÄS MER

3. 2. Black-Litterman Portfolio Allocation Stability and Financial Performance with MGARCH-M Derived Views

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jens Norell; Eric Dove; [2016]
   Nyckelord :Financial Econometrics; Black-Litterman; Asset Allocation Stability; MGARCH-M; Business and Economics;

   Sammanfattning : 2 Abstract This paper deploys methodology typically utilized in financial econometrics, namely univariate and multivariate GARCH-M forecasting techniques, as inputs into the Black-Litterman asset allocation process. While previous works have examined the usefulness in deploying select GARCH specifications as a source for the required Black-Litterman views vector, to the best of our knowledge, this is the first such work comparing the effects of select GARCH specification on asset allocation volatility. LÄS MER

4. 3. Value at Risk & Expected Shortfall. En empirisk analys av riskmåttens parametrar

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jens Norell; [2014]
   Nyckelord :Bootstrapping; Historical Simulation; Estimation period; Expected Shortfall; Value at Risk; Business and Economics;

   Sammanfattning : The purpose of this paper is, with the help of the historical simulation and bootstrapping methods, to establish the optimal periods for Value at Risk and Expected Shortfall forecasts. Value at Risk and Expected Shortfall are two well-used risk measures in finance which tell us how much we can expect to lose on a particular investment with a certain probability over a specific period of time. LÄS MER

5. 4. Kursmanipulation på finansmarknaden - Om gällande rätt för kursmanipulation och varför marknaden behöver reglering

   Kandidat-uppsats, Lunds universitet/Institutionen för handelsrätt

   Författare :Jens Norell; [2014]
   Nyckelord :Price manipulation; MmD; MmL; Efficient Markey Hypothesis; Akerlof s Lemon Theory; Business and Economics;

   Sammanfattning : This thesis discusses the phenomenon price manipulation, and its legislation. The definition of price manipulation is artificially deflating or inflating the price of a certain financial security. There are a number of ways to manipulate prices, and the consequences are usually tangible. Legislation in this area is relevant in several aspects. LÄS MER