Sökning: "Modern Portfolio Theory"
Visar resultat 6 - 10 av 120 uppsatser innehållade orden Modern Portfolio Theory.
6. Portfolio Optimization Problems with Transaction Costs
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : Portfolio theory is a cornerstone of modern finance, and it is based on the idea that an investor can reduce risk by diversifying their investments across various assets. In practice, Harry Markowitz mean-variance optimization theory is expanded upon by taking into account variable and fixed transaction cost, making the model slightly more reliable. LÄS MER
7. Portföljförvaltarens kamp mot index : En kvantitativ studie om riskjusterad avkastningpå den svenska aktiemarknaden
Kandidat-uppsats, Södertörns högskola/Institutionen för samhällsvetenskaperSammanfattning : Titel: Portföljförvaltarens kamp mot index Syftet: Syftet med denna studie är att beskriva och analysera aktiv fondförvaltning genomriskjusterad avkastning. Metod: En kvantitativ studie har genomförts för att uppfylla syftet och besvara studiensfrågeställning för undersökningsperioden 2018–2022. LÄS MER
8. Dynamic Covariance Modelling Using Generalised Wishart Processes
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. LÄS MER
9. Värderingsmetodernas relevans i omstruktureringen mot hållbarhet på den svenska fondmarknaden
Kandidat-uppsats,Sammanfattning : The relevance of valuation methods in the restructuring towards sustainability in the Swedish equity fund market. What analysis methods do Swedish fund managers use and what influences their investment decisions when sustainability is brought into focus? Previous research shows that profitability has been the most driving factor influencing investment decisions, but that aspects related to sustainability such as the environment have become increasingly more important. LÄS MER
10. Skillnader i kvinnor och mäns investeringsbeteende : Svenska aktieinvesterares psykologiska bias, aktiepreferenser och dess långsiktiga konsekvenser
Master-uppsats, Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten; Linköpings universitet/FöretagsekonomiSammanfattning : The purpose of this thesis is to analyze differences between stock preferences of women and men in Sweden and analyze what portfolio characteristics and long-term effects that are revealed by investing in the stocks than men and women prefer. To fulfill the purpose of the thesis, two fictious portfolios have been created which are based on data from the reports “Aktieägandet i Sverige” by Euroclear. LÄS MER