Sökning: "Multi-Objective Portfolio Selection"
Hittade 2 uppsatser innehållade orden Multi-Objective Portfolio Selection.
1. A Three-Pronged Sustainability-Oriented Markowitz Model : Disruption in the fund selection process?
Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : Since the term ESG was coined in 2005, the growth of sustainable investments has outpaced the overall asset management industry. A lot of research has been done with regards to the link between sustainability and financial performance, despite the fact that there is a lack of transparency in sustainability of listed companies. LÄS MER
2. VIX ETPs as Portfolio Diversifiers
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This paper studies whether the popularity of VIX ETPs can be explained by their suitability as portfolio diversifiers for retail investors having access to a typical set of ETFs. We first carry out an analysis from the perspective of investors with a quadratic utility function by employing the mean-variance spanning test and the mean-variance criterion. LÄS MER