Sökning: "Dynamic Portfolio Construction"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden Dynamic Portfolio Construction.

  1. 1. Enabling Portfolio-driven Idea Generation for Radical Innovation : A Case Study of an Innovation Hub in the Construction Industry

    Master-uppsats, KTH/Maskinkonstruktion (Inst.)

    Författare :Helena Habberstad; Klara Lövgren; [2022]
    Nyckelord :Idea generation; Radical Innovation; Portfolio Management; Scenario-based Portfolio Management; Construction industry; Open Innovation; Innovation Partnerships; Crowdsourcing; Innovation networks; Innovation hub; Idégenerering; Radikal Innovation; Portföljhantering; Scenariobaserad Portföljhantering; Byggindustri; Öppen Innovation; Innovationspartnerskap; Crowdsourcing; Innovationsnätverk; Innovationshubb;

    Sammanfattning : Innovation has proven to be an important way for companies to be competitive and relevant in a dynamic market. The construction industry has tended to focus on incremental innovations and is not as familiar with methods for developing radical innovations. LÄS MER

  3. 2. Governance och dess påverkan på investerares riskexponering

    Kandidat-uppsats, Högskolan i Gävle/Företagsekonomi

    Författare :Markus Gustafsson; Marcus Wannberg; [2021]
    Nyckelord :;

    Sammanfattning : Title: Governance and its impact on investors’ risk exposureLevel: Bachelor thesis in Business AdministrationAuthor: Marcus Wannberg and Markus GustafssonSupervisor: Peter LindbergDate: May, 2021 Aim: ―Investigate whether a portfolios negative asymmetric risk, from an investors perspective, is influenced by positive screening based on dynamic SRI, based on the ESG-factor governanceMethod: Construction of a hypothetical portfolio consisting of stocks, based on dynamic SRI and positive screening based on the ESG-factor Governance. Financial backtracking measures how the portfolio performed regarding asymmetric beta values, provided it was implemented during a historical period of time. LÄS MER

  4. 3. Investerares riskexponering i hållbara investeringar : En studie av asymmetrisk risk och hur den påverkas av positivt urval och dynamisk SRI

    Kandidat-uppsats, Högskolan i Gävle/Företagsekonomi

    Författare :Kim Jonsson; Jacob Larsson; [2018]
    Nyckelord :Asymmetric risk; sustainability; ESG; beta value; dynamic SRI; positive screening; selection criteria; portfolio allocation; RobecoSAM; Asymmetrisk risk; hållbarhet; ESG; betavärde; dynamisk SRI; positivt urval; urvalskriterier; portföljallokering; RobecoSAM;

    Sammanfattning : Titel: Investerares riskexponering i hållbara investeringar - En studie av asymmetrisk risk och hur den påverkas av positivt urval och dynamisk SRI Nivå: Examensarbete på kandidatnivå i företagsekonomi Författare: Kim Jonsson & Jacob Larsson Handledare: Peter Lindberg Datum: Maj, 2018 Syfte: “Undersöka huruvida en portföljs negativa asymmetriska risk, ur ett investerarperspektiv påverkas av positivt urval utifrån dynamisk SRI, baserad på ESG-faktorer”.  Metod: Konstruktion av en hypotetisk portfölj bestående av aktier, utifrån dynamisk SRI och positivt urval. LÄS MER

  5. 4. 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

  7. 5. Hydrostatic transmission in wind turbines : Development of test platform

    Master-uppsats, Linköpings universitet/Fluida och mekatroniska system

    Författare :Joel Rapp; Jonatan Turesson; [2015]
    Nyckelord :Wind turbine; Hydrostatic transmission; Test platform; Maximum power tracking; Hydraulic system;

    Sammanfattning : This master thesis project is a part of a larger project with the goal of develop-ing a drivetrain, utilizing a hydrostatic transmission, for horizontal axis mid-sizewind turbines. Some of the benefits from using a hydrostatic transmission are thata variable speed operation is possible without the use of a frequency converter,the generator may be placed on the ground and thus reduce weight in the nacelleand also using hydraulic components can increase lifetime and robustness of thesystem. LÄS MER