Sökning: "portföljoptimering"
Visar resultat 1 - 5 av 52 uppsatser innehållade ordet portföljoptimering.
1. Portfolio Strategies Under Different Inflationary Regimes
Master-uppsats, KTH/Matematik (Avd.)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
2. Robust Portfolio Optimization with Correlation Penalties
Master-uppsats, KTH/Matematisk statistikSammanfattning : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. LÄS MER
3. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. LÄS MER
4. Allokering av institutionellt kapital till private equity-fonder : Beslutsprocessen och kapitalets väg från svenska institutioner till private equity-fonder
Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : Private equity har under lång tid varit ett attraktivt alternativ vid allokering av kapital. Under de senaste fyrtio åren har tillgångsslaget fått mer fäste i Sverige. LÄS MER
5. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. LÄS MER