Sökning: "portföljförvaltning"

Visar resultat 1 - 5 av 25 uppsatser innehållade ordet portföljförvaltning.

  1. 1. Portfolio Strategies Under Different Inflationary Regimes

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Mohit Parkash; Diana Halladgi Naghadeh; [2023]
    Nyckelord :Inflation; Regression Analysis; Portfolio Optimization; Markowitz; Efficient Frontier; Asset Allocation; Portfolio Management; Financial Mathematics; Inflation; Regressionsanalys; Portföljoptimering; Markowitz; Effektiv Front; Tillgångsallokering; Portföljförvaltning; Finansiell Matematik;

    Sammanfattning : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. LÄS MER

  3. 2. Structural Review and Performance Evaluation of Real Estate Tokens

    Master-uppsats, KTH/Fastighetsekonomi och finans

    Författare :Berke Bayhoca; [2023]
    Nyckelord :Blockchain; Security Token; Real Estate; Portfolio Management; Blockchain; Säkerhetstoken; Fastigheter; Portföljförvaltning;

    Sammanfattning : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. LÄS MER

  4. 3. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

    Master-uppsats, KTH/Matematisk statistik

    Författare :Hannes Backe; David Rydberg; [2023]
    Nyckelord :Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

    Sammanfattning : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. LÄS MER

  5. 4. Are REITs in Singapore and Hong Kong Being Inflation Hedging? : An empirical analysis of the relationship between REIT returns and inflation

    Master-uppsats, KTH/Fastighetsföretagande och finansiella system

    Författare :Caixing Bin; [2022]
    Nyckelord :REITs; inflation; hedge; returns; REITs; inflation; hedge; avkastning;

    Sammanfattning : This paper examinesinflation in Singapore and Hong Kong between 2002 to 2021. The purpose is to investigate whether REITs can hedge against inflation. The inflation will be divided into expected inflation (EI) and unexpected inflation (UI). LÄS MER

  7. 5. The Magic Formula Investing : Att systematiskt överavkasta marknaden?

    Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakulteten

    Författare :Emil George Göranzon; Alexander Hellqvist; [2022]
    Nyckelord :The Magic Formula; EMH; Active portfolio management; Value investing; Overconfidence; Risk perception; Herd behaviour; The Magic Formula; EMH; Aktiv portföljförvaltning; Värdeinvestering; Overconfidence; Riskuppfattning; Flockbeteende;

    Sammanfattning : Bakgrund: Värdestrategier har historiskt sett ofta genererat överavkastning relativt index. Huruvida en värdestrategi lyckas eller ej återspeglas i dess förmåga att identifiera och utnyttja felprissättningar på aktiemarknaden. LÄS MER