Sökning: "portfolio selection theory"

Visar resultat 1 - 5 av 44 uppsatser innehållade orden portfolio selection theory.

  1. 1. Dynamic Covariance Modelling Using Generalised Wishart Processes

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Fredrik Nilsson; [2023]
    Nyckelord :Covariance matrix; generalised Wishart process; Bayesian inference; Markov chain Monte Carlo; Hamiltonian Monte Carlo; Mathematics and Statistics;

    Sammanfattning : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. LÄS MER

  3. 2. Investigating the Formulation and Implementation of Strategy Through Project Selection in the Swedish Process Industry

    Master-uppsats, Blekinge Tekniska Högskola

    Författare :Lars Hanses; Albin Tärnåsen; [2023]
    Nyckelord :Strategy implementation; strategy formulation; project selection; process industry;

    Sammanfattning : Corporate strategies have a low success rate and strategic objectives are frequently not met. To gain insight into this phenomenon, this research explores the process of generating and implementing strategy through CAPEX projects within the mature Swedish process industry. LÄS MER

  4. 3. Värderingsmetodernas relevans i omstruktureringen mot hållbarhet på den svenska fondmarknaden

    Kandidat-uppsats,

    Författare :Isabella Bogavac; Filip Sollander; [2022-07-11]
    Nyckelord :Financial Methods of Anlaysis; Investment Decision; Swedish Funds; Profitability; Sustainability; ESG; SFDR;

    Sammanfattning : The relevance of valuation methods in the restructuring towards sustainability in the Swedish equity fund market. What analysis methods do Swedish fund managers use and what influences their investment decisions when sustainability is brought into focus? Previous research shows that profitability has been the most driving factor influencing investment decisions, but that aspects related to sustainability such as the environment have become increasingly more important. LÄS MER

  5. 4. Social Investments: “It’s going slow, but it’s happening” : A study on the feasibility and future of Social Bonds and Social Outcome Contracts in Sweden

    Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

    Författare :Emelie Lebsund; Fanny Samuelsson; [2022]
    Nyckelord :Social sustainability; social bonds; social outcome contracts; social impact bonds; sustainability; CSR; institutional theory; transaction cost theory; modern portfolio selection theory; ESG;

    Sammanfattning : As we face increasingly complex problems of both a social and environmental nature, innovative and multifaceted solutions are required to create a sustainable future. Despite Sweden's leading position in terms of financial solutions to environmental issues, Sweden is behind most OECD economies in the development of a financial infrastructure for private investment for social and socio-economic projects. LÄS MER

  7. 5. The Adoption of Artificial Intelligence in Swedish Funds

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Stephie Do; Tim Larsson; [2021-02-24]
    Nyckelord :Artificial intelligence; performance; funds; finance; asset management; portfolio theory; efficient market; behavioral finance.;

    Sammanfattning : Fund managers have historically made use of traditional portfolio strategies such as Markowitz portfolio selection, as part of their decision making. But as the world has started to shift towards a more automated lifestyle, the question arises if fund management will follow. LÄS MER