Sökning: "Minimal Variansportfölj"

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  1. 1. Enhancing ESG-Risk Modelling - A study of the dependence structure of sustainable investing

    Master-uppsats, KTH/Matematisk statistik

    Författare :Edvin Berg; Karl Wilhelm Lange; [2020]
    Nyckelord :ESG; Sustainable Investing; Dependency Structure; Correlation; Risk; Random Matrix Theory; Eigenvalue; Eigenvalue Decomposition; Minimum Variance Portfolio; ESG; Hållbar Investering; Beroendestruktur; Korrelation; Stokastisk Matristeori; Egenvärden; Egenvärdes Dekomposition; Minimal Variansportfölj;

    Sammanfattning : The interest in sustainable investing has increased significantly during recent years. Asset managers and institutional investors are urged to invest more sustainable from their stakeholders, reducing their investment universe. LÄS MER