Essays about: "variable transaction costs"

Showing result 1 - 5 of 7 essays containing the words variable transaction costs.

1. 1. Portfolio Optimization Problems with Transaction Costs

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Stina Gustavsson; Linnéa Gyllberg; [2023]
   Keywords : Portfolio optimization; variable transaction costs; fixed transaction costs;

   Abstract : Portfolio theory is a cornerstone of modern finance, and it is based on the idea that an investor can reduce risk by diversifying their investments across various assets. In practice, Harry Markowitz mean-variance optimization theory is expanded upon by taking into account variable and fixed transaction cost, making the model slightly more reliable. READ MORE

3. 2. To Trust or Not to Trust in National Climate Policy : A Quantiative Macro-Analysis on The Role of Social- and Political Trust in Determining National Policy Outcomes of Climate Taxation

   University essay from Uppsala universitet/Statsvetenskapliga institutionen

   Author : Petter Bjersér; [2019]
   Keywords : ;

   Abstract : This thesis examines the role of aggregated mean levels of Social Trust and Political Trust in national climate policy outcomes of Climate Taxation. The aim of the study is to contribute with the first quantitative macro-level comparative study of how Social Trust and three different forms of Political Trust1, the independent variables, affect national climate policy outcomes of Climate Tax Revenue, the dependent variable. READ MORE

4. 3. Filtering techniques for asset allocation using a Discrete Time Micro-structure model: a comparative study

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Henning Zakrisson; [2017]
   Keywords : portfolio management; kalman filter; asset allocation; hidden variable; state space; discrete time micro-structure model; Business and Economics;

   Abstract : This paper is a comparative study of different approaches to using a Discrete Time Micro-structure model. By using the three filtering techniques Extended Kalman, Unscented Kalman and Bootstrap Particle, the hidden variables; excess demand and market liquidity, were estimated and used in an asset allocation strategy that invested in the asset when the excess demand as estimated as positive, due to the assumption that positive excess demand would make the price go up. READ MORE

5. 4. Property Rights as a Determinant of Foreign Direct Investments - A qualitative and quantitative study

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Kerstin Olsson; [2014]
   Keywords : Kenya; Foreign Direct Investment; FDI; Property rights; Instrumental variable approach; Business and Economics;

   Abstract : This study has its starting point in the fact that not all developing countries are equally successful in attracting foreign direct investments (FDI). Consequently, this study examines the determinants of FDI in a developing country. READ MORE

6. 5. Does Institutional Quality Determine Aid Allocation?

   University essay from Göteborgs universitet/Statsvetenskapliga institutionen

   Author : Johan Sigroth; [2013-10-17]
   Keywords : aid effectiveness; institutional quality; General Budget Support;

   Abstract : This thesis seeks to address the allocation of development aid in relation to institutional quality of recipient countries by focusing on General Budget Support (GBS) – an aid modality associated with increased aid effectiveness and un-earmarked funds to recipient governments that display high institutional quality, but also with risks of moral hazard. The thesis departs from a theoretical framework based on previous research concerned with aid allocation and an on-going debate on aid effectiveness taking place within main donor organizations. READ MORE