Sökning: "Active asset allocation"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Active asset allocation.

  1. 1. Smart Beta Factor Investing

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Alex Mikaelsson; Martin Nilsson; [2017]
    Nyckelord :Smart Beta; Factor Investing; Efficient Markets; Asset Allocation; Business and Economics;

    Sammanfattning : In an attempt to bridge the gap between active and passive investing, Smart Beta strategies have become a popular alternative for investors given their systematic, rules-based approach to portfolio construction and historical tendency to capture market inefficiencies. In this thesis, we examine the performance of Smart Beta strategies versus the S&P 500 and the Euro Stoxx 600 index for time periods 1994-2016 and 2002-2016 respectively. LÄS MER

  3. 2. Impact of Asset Allocation on Insurance Companies’ Performance : A study of the European Economic Area

    Master-uppsats, Umeå universitet/Handelshögskolan vid Umeå universitet (USBE)

    Författare :Denise Bendrich; Johan Bergström; [2015]
    Nyckelord :Asset allocation; Insurance; Asset allocation policy; Active asset allocation; Asset classes; Solvency; EEA;

    Sammanfattning : Insurance companies offer business and individuals the possibility to reduce the financial impact of a risk occurring by transferring it away from themselves onto someone. For taking on risk on behalf of someone else the insurance company requires a premium from the policyholder which is pooled and invested in order to meet future obligations towards the policyholder. LÄS MER

  4. 3. Momentum Investment Strategies with Portfolio Optimization : A Study on Nasdaq OMX Stockholm Large Cap

    Kandidat-uppsats, Akademin för utbildning, kultur och kommunikation

    Författare :Robin Jonsson; Jessica Radeschnig; [2014]
    Nyckelord :Finance; Momentum Investments; Portfolio Theory; Portfolio Optimization; Naive Diversification; Asset Allocation; Mean-Variance Efficiency; Sharpe-Ratio Hypothesis Test;

    Sammanfattning : This report covers a study testing the possibility of adding portfolio optimization by mean-variance analysis as a tool to extend the concept of momentum strategies in contrast to naive allocation formed by Jegadeesh & Titman (1993). Further these active investment strategies are compared with a passive benchmark as well as a randomly selected portfolio over the entire study-period. LÄS MER

  5. 4. Optimal Portfolio Rebalancing Strategy : Evidence from Finnish Stocks

    Magister-uppsats, Blekinge Tekniska Högskola/Sektionen för management

    Författare :Akinwunmi Savage; [2010]
    Nyckelord :Portfolio; Rebalancing; Optimal; Finnish Stocks;

    Sammanfattning : Portfolio rebalancing is an established concept in portfolio management and investing generally. Assets within a portfolio have different return and risk prospects, and this inevitably leads them to drift away from their initial allocation weights overtime. LÄS MER

  7. 5. Container Terminal Operations Modeling through Multi agent based Simulation

    Master-uppsats, Blekinge Tekniska Högskola/Sektionen för datavetenskap och kommunikation

    Författare :Yasir Ayub; Usman Faruki; [2009]
    Nyckelord :CT Operations; Berth allocation; QC allocation; Transport management; YC allocation; Simulation;

    Sammanfattning : This thesis aims to propose a multi-agent based hierarchical model for the operations of container terminals. We have divided our model into four key agents that are involved in each sub processes. The proposed agent allocation policies are recommended for different situations that may occur at a container terminal. LÄS MER