Sökning: "Simon Lundstedt"
Hittade 2 uppsatser innehållade orden Simon Lundstedt.
1. Ethnic Diversity, a Desolation Row for Interpersonal Trust?
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : In this paper we will investigate whether the ethnic composition of a county affects their trust. More specifically we will answer the question: does the ethnic composition affect the level of trust in Sweden and are there any specific factors that increase this effect? In order to do this we use data on Swedish citizens from the year 2001 to the year 2012. LÄS MER
2. The Effects of Asset Return Correlation Errors in the Creditmetrics Framework
Kandidat-uppsats, KTH/Matematik (Inst.)Sammanfattning : To determine risk of a bond portfolio one might assume that the obligors' asset returns follow a multivariate normal distribution with certain correlations. We investigate how errors in the estimates of these correlations aect portfolio risk measures, where the CreditMetrics framework is used to model portfolio behavior. LÄS MER