Sökning: "Edward Sikorski"

Hittade 2 uppsatser innehållade orden Edward Sikorski.

1. 1. A Three-Pronged Sustainability-Oriented Markowitz Model : Disruption in the fund selection process?

   Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

   Författare :Simon Louivion; Edward Sikorski; [2019]
   Nyckelord :Portfolio optimization; ecient frontier; multi-objective optimization problem; sustainability; ESG; ecient market hypothesis; behavioural finance; Portföljoptimering; ecient frontier; portföljteori; hållbarhet; ESG; hypotesen om effektiva marknader; beteendeekonomi;

   Sammanfattning : Since the term ESG was coined in 2005, the growth of sustainable investments has outpaced the overall asset management industry. A lot of research has been done with regards to the link between sustainability and financial performance, despite the fact that there is a lack of transparency in sustainability of listed companies. LÄS MER

3. 2. Understanding and Exploiting commodity currencies : A Study using time series Regression

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Dylan Dehoky; Edward Sikorski; [2017]
   Nyckelord :Commodity currencies; regression analysis; time series regression; Dutch disease and trading strategy;

   Sammanfattning : This thesis within Industrial Economics and Applied Mathematics examines the term commodity currency. The thesis delves into analysing the characteristics and consequences of such a currency through a macroeconomic perspective while discussing previous studies within the matter. LÄS MER