Sökning: "Marcus Ehn"

Hittade 2 uppsatser innehållade orden Marcus Ehn.

  1. 1. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Max Ehn; Marcus Jämte; [2023]
    Nyckelord :Optimal portfolio re-balancing; optimal liquidation; minimize transaction costs; trading-volume estimation; stochastic optimization; Financial mathematics; tracking error; execution strategies; opportunity costs; liquidation costs; applied mathematics; PRIIP regulation; Swing-pricing;

    Sammanfattning : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. LÄS MER

  3. 2. Energy and the concept of security. – Has energy become a securitized issue for the European Union in relation to Russia?

    Kandidat-uppsats, Göteborgs universitet/Statsvetenskapliga institutionen

    Författare :Marcus Ehn; [2010-06-07]
    Nyckelord :;

    Sammanfattning : .... LÄS MER