Sökning: "Filippa Frithz"
Hittade 2 uppsatser innehållade orden Filippa Frithz.
1. Measuring the impact of strategic and tactic allocation for managed futures portfolios
Master-uppsats, KTH/Matematisk statistikSammanfattning : The optimal asset allocation is an ever current matter for investment managers. This thesis aims to investigate the impact of risk parity and target volatility on the Sharpe ratio of a portfolio consisting of futures contracts on equity indices and bonds during the period 2000-2018. LÄS MER
2. What are the main factors impacting the discount to net asset value? - A case study of Investor AB
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : The discount to net asset value for investment companies has puzzled both the world of academics as well as the investment companies themselves. This thesis aims to examine how the Swedish investment company Investor AB can combat this market inefficiency by analysing the main factors impacting the discount to net asset value over the time period 2006:M12-2016:M12. LÄS MER
