Sökning: "Filip Halén Dahlström"

Hittade 2 uppsatser innehållade orden Filip Halén Dahlström.

1. 1. A performance investigation and evaluation of selected portfolio optimization methods with varying assets and market scenarios

   Master-uppsats, KTH/Matematisk statistik

   Författare :Gustaf Callert; Filip Halén Dahlström; [2016]
   Nyckelord :Portfolio optimization; Asset allocation; Evaluation ratios; Asset pricing; Risk measures; Monte Carlo simulation; Bootstrapping;

   Sammanfattning : This study investigates and evaluates how different portfolio optimization methods perform when varying assets and financial market scenarios. Methods included are mean variance, Conditional Value-at-Risk, utility based, risk factor based and Monte Carlo optimization. LÄS MER

3. 2. Automatiserad mätning av kvalité : Varför är inte all mätningautomatiserad?

   Kandidat-uppsats, KTH/Industriell produktion

   Författare :Filip Halén Dahlström; Gustaf Callert; [2014]
   Nyckelord :;

   Sammanfattning : Abstract This bachelor’s thesis at the Department of Production Engineering at the Royal Institute of Technology in Stockholm deals with the subject of automated metrology. The degree of automation of tasks within production has been a growing trend but the measurement of quality has not followed the same trend. LÄS MER