Sökning: "Martina Bartold"

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  1. 1. Modelling of Private Infrastructure Debt in a Risk  Factor Model

    Master-uppsats, KTH/Matematisk statistik

    Författare :Martina Bartold; [2017]
    Nyckelord :Private Infrastructure Debt; Value at Risk; Factor Models; Revenue Model Risk; Stand-Alone Risk; Risk Contribution; Privat Infrastrukturskuld; Value at Risk; Faktormodeller; Intäktsmodeller; Stand-Alone Risk; Risk Contribution;

    Sammanfattning : Allocation to private infrastructure debt investments has increased in the recent years [15]. For managers of multi-asset portfolios, it is important to be able to assess the risk of the total portfolio and the contribution to risk of the various holdings in the portfolio. LÄS MER