Sökning: "AP1"

Visar resultat 1 - 5 av 8 uppsatser innehållade ordet AP1.

  1. 1. AP-fondernas investeringsstrategier i fastigheter

    Master-uppsats, Lunds universitet/Fastighetsvetenskap

    Författare :Gabriel Bring; Lova Bildstein-Hagberg; [2021]
    Nyckelord :Public pension funds; Real estate investment; Investment strategy; Diversification; Direct real estate; Indirect real estate; Technology and Engineering;

    Sammanfattning : Since 2010 the first, second, third and fourth Swedish public pension funds (AP-funds)have drastically increased their exposure towards real estate. The AP-funds have done this through starting and acquiring private property companies. With these companies,the funds have gradually increased their real estate assets. LÄS MER

  3. 2. Första-Fjärde AP-fonden: Riskjusterad avkastning och risk 2001-2017

    Kandidat-uppsats,

    Författare :David Eliasson; Simon Möller; [2018-07-11]
    Nyckelord : AP-fonderna ; Swedish Pension System; Pension funds; Risk-adjusted Return; Risk Analysis; Diversification; Sharpe Ratio; Fama-French three-factor model;

    Sammanfattning : The purpose of this study is to investigate whether the four Swedish public pension funds AP1-4 contribute to the stability of the pension system by evaluating their mandate as formulated in the law. The thesis contributes to the existing literature regarding the Swedish pension system through an investigation of the performance and risk level of the funds during the period 2001-2017. LÄS MER

  4. 3. ESG Integration in AP1 Systematic Equity Strategies

    Master-uppsats, KTH/Matematisk statistik

    Författare :Luc-Lao Avril; [2018]
    Nyckelord :;

    Sammanfattning : Responsible investing consists of buying more sustainable stocks, or green stocks, and selling the controversial ones. As a pension fund, and with the current climate regulations, it is a concern for Första AP-fonden to know if responsible investing is a plus value for financial aspects. LÄS MER

  5. 4. Return Predictability and Strategic Asset Allocation (A study examining return predictability on the Swedish market and strategic asset allocation of the Swedish buffer pension funds.)

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Jakob Glasberg; Jonatan Blomstrand; [2018]
    Nyckelord :Return predictability; Strategic asset allocation; Pension fund;

    Sammanfattning : The purpose of this paper is to examine whether Swedish macro-economic variables can predict domestic excess stock and bond return. The paper examines what effects the short-term rate, maturity yield spread and dividend yield have on the aforementioned returns. LÄS MER

  7. 5. Quantitative Portfolio Construction Using Stochastic Programming

    Master-uppsats, KTH/Matematisk statistik

    Författare :Aidin Ashant; Elisabeth Hakim; [2018]
    Nyckelord :Asset Allocation; Dynamic Portfolio Construction; Stochastic Programming; Scenario Generation; Multivariate GARCH; DCC-GARCH; Copula-GARCH; Transaction Costs; Mean-Absolute Deviation; Risk Parity; Mean-Variance; Tillgångsallokering; Dynamisk Portfölj Konstruktion; Stokastisk Programmering; Scenario Generation; Multivariat GARCH; DCC-GARCH; Copula- GARCH; Transaktionskostnader; Mean-Absolute Deviation; Risk Parity; Mean-Variance;

    Sammanfattning : In this study within quantitative portfolio optimization, stochastic programming is investigated as an investment decision tool. This research takes the direction of scenario based Mean-Absolute Deviation and is compared with the traditional Mean-Variance model and widely used Risk Parity portfolio. LÄS MER