Sökning: "Capital allocation"

Visar resultat 1 - 5 av 173 uppsatser innehållade orden Capital allocation.

  1. 1. Green Numbers in Grey Areas: A study on what methods credit analysts use to integrate incomplete ESG data in the credit rating process

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Erik Voss-Schrader; Gustav Ryhre; [2024]
    Nyckelord :Credit; Debt; Rating; ESG; Epistemic;

    Sammanfattning : In response to the urgent need to address global warming, this study investigates the efforts of two credit rating agencies (CRAs), Aries and Orion, to integrate environmental, social, and governance (ESG) factors into their financial analyses amidst challenges posed by inconsistent and unstandardized data. Based on interviews with nine CRA representatives and Knorr Cetina's theory of epistemic cultures, the present study reveals the difficulties faced by the CRAs with directly linking ESG factors to credit ratings. LÄS MER

  3. 2. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.

    Magister-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Axel Koch; [2023]
    Nyckelord :Financial asset allocation; Risk-averse; risk-neutral risk-preference; economic uncertainty; Market fluctuations; Expected utility theory.;

    Sammanfattning : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. LÄS MER

  4. 3. Robust Portfolio Optimization

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Anna Mårtensson; Edith Frisk Gärtner; [2023]
    Nyckelord :Mathematics; Optimization and Systems Theory;

    Sammanfattning : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. LÄS MER

  5. 4. Sustainable Capital Investments : A Case Study of Production Equipment User and Supplier Cooperation in the Pharmaceutical Industry

    Master-uppsats, KTH/Produktionsutveckling

    Författare :Sonja Lisa Sophia Thomaszik; [2023]
    Nyckelord :sustainable capital investments; Green Design; production development; hållbara kapitalinvesteringar; Grön Design; produktionsutveckling;

    Sammanfattning : Capital investments provide both the opportunity and responsibility to design for sustainability since most of the environmental impact of a production system is determined by the design phase. However, today’s capital investment process of production lacks adaptation to sustainability needs. LÄS MER

  7. 5. Stochastic Portfolio Optimization

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Alexander Tedestedt; Tobias Eriksson; [2023]
    Nyckelord :stochastic; portfolio; optimization;

    Sammanfattning : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. LÄS MER