Essays about: "Nils Billgert"
Found 2 essays containing the words Nils Billgert.
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1. Portfolio Optimization Using the Atkinson Index
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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. READ MORE
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2. Savings and Low Interest Rates – Can Low Interest Rate Environments Change the Effects of Determinants of Savings?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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. READ MORE