Sökning: "Nils Billgert"

Hittade 2 uppsatser innehållade orden Nils Billgert.

1. 1. Portfolio Optimization Using the Atkinson Index

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Nils Billgert; [2019]
   Nyckelord :atkinson index; performance measure; portfolio optimization; Business and Economics;

   Sammanfattning : Traditional mean-variance optimization of portfolios has received much criticism due to its inability to account for higher order moments and non-quadratic utility. In this thesis, the topic of portfolio optimization is studied using the Atkinson index with CRRA utility. LÄS MER

3. 2. Savings and Low Interest Rates – Can Low Interest Rate Environments Change the Effects of Determinants of Savings?

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Nils Billgert; [2018]
   Nyckelord :interest; savings; substitution; income; wealth; Business and Economics;

   Sammanfattning : This thesis examines the effects of a low real interest rate environment on household savings. It specifically analyses whether there can be an increased importance of the income effect relative to the intertemporal consumption substitution effect and whether there can be an increased potency in the wealth effect of the stock market due to the financial assets substitution effect in this environment. LÄS MER