Advanced search
Found 3 essays matching the above criteria.
-
1. The Compromise Algorithm in the Swedish PhD Admissions Problem
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : What mechanism should be designed to allocate PhD applicants to universities in Sweden? We introduce the Swedish PhD admissions problem, and it is influenced by the college admissions problem (Gale and Shapley 1962) and the student placement problem (Balinski and Sönmez 1999). In order to “solve” this problem, we design a novel mechanism, namely the compromise algorithm. READ MORE
-
2. Reality Check for the Value-at-Risk Estimates of the Energy Commodities
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The fluctuations of the price in the energy market affect the households, firms and the government intuitions. We can perceive the information of the energy market from daily economic news. The entire society is concerned for the events that affect the energy market and the changing prices of the energy resources. READ MORE
-
3. Empirical Researches of the Capital Asset Pricing Model and the Fama-French Three-factor Model on the U.S. Stock Market
University essay from Akademin för ekonomi, samhälle och teknikAbstract : The aim of this paper is to use the US stock market index to construct different portfolios and test the possible differences in the validity between the capital asset pricing model (CAPM) and the Fama and French three-factor model for the US market. We perform a comprehensive analysis of the two models, and form risk factors that are applied with advanced methods from recent literatures. READ MORE