Sökning: "Kamyar Espahbodi"

Hittade 2 uppsatser innehållade orden Kamyar Espahbodi.

1. 1. Allocation of Alternative Investments in Portfolio Management. : A Quantitative Study Considering Investors' Liquidity Preferences

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Kamyar Espahbodi; Roumi Roumi; [2021]
   Nyckelord :Shadow Allocations; Liquidity; Illiquidity; Alternative Assets; Liquid Assets; Illiquid Assets; Investor Preferences; Monte Carlo Simulations; Tangency Portfolio; Global Minimum Risk Portfolio; Skuggallokeringar; Likviditet; Illikviditet; Alternativa Tillgångar; Likvida Tillgångar; Illikvida Tillgångar; Investerarpreferenser; Monte Carlo-Simuleringar; Tangentportföljen; Minimiriskportföljen;

   Sammanfattning : Despite the fact that illiquid assets pose several difficulties regarding portfolio allocation problems for investors, more investors are increasing their allocation towards them. Alternative assets are characterized as being harder to value and trade because of their illiquidity which raises the question of how they should be managed from an allocation optimization perspective. LÄS MER

3. 2. Trading volume at Avanza

   Kandidat-uppsats, KTH/Matematisk statistik

   Författare :Greta Knutsson; Kamyar Espahbodi; [2019]
   Nyckelord :Bachelor Thesis; Regression Analysis; Trading Volume; Economic Politic Uncer- tainty; Stock Price; Avanza; Kandidatexamensarbete; Regressionsanalys; Handelsvolym; Politisk Osäkerhet; Börsindex; Avanza;

   Sammanfattning : Producing a model explaining the trading volume can be attractive for companies who’s main revenue resides on it. Previous studies have shown that factors such as stock returns, volatility and uncertainty affects the trading volume. LÄS MER