Sökning: "Optimal Portfolio"

Visar resultat 16 - 20 av 190 uppsatser innehållade orden Optimal Portfolio.

  1. 16. Assessing the Benefits of Fossil-Free Gas Turbines in Distribution Networks : A Case Study in Västerås

    Master-uppsats, KTH/Skolan för industriell teknik och management (ITM)

    Författare :Fredrik Hansell; Axel Vällfors; [2023]
    Nyckelord :Gas turbine; power system stability; balancing markets; hydrogen; eMethanol; Gasturbin; kraftsystemstabilitet; balansmarknader; vätgas; e-metanol;

    Sammanfattning : As the share of weather-dependent renewable electricity production increases, the demand for power system flexibility grows. In the Swedish power system, gas turbines have historically been utilised for back-up power generation. LÄS MER

  3. 17. Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500

    Kandidat-uppsats,

    Författare :Anton Rapp; Henrik Thorwaldsson; [2022-07-11]
    Nyckelord :Portfolio optimization; Miniumum variance portfolio; Capital allocation line; Cryptocurrency; Diversification;

    Sammanfattning : This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. LÄS MER

  4. 18. Key Determinants of Gold Price and testing for the optimal S&P 500/Gold allocation.

    Kandidat-uppsats,

    Författare :Leonard Lenhoff; Jesper Persson; [2022-07-01]
    Nyckelord :;

    Sammanfattning : In the light of an ever more intense discussion regarding the potential benefits of investing in physical gold, this study aims to provide investors with a deeper understanding for the fundamental drivers of gold price development, as well as give investors a fact-based approach on how gold investments can be incorporated in a stock market portfolio most optimally. By processing data gathered from a range of selected professionals with expertise within the field of gold, the result of this study reveals that the US Monetary Supply, Geopolitical risks and US real interest rates are deemed to be three key determinants of gold prices, giving unique insights regarding the expected characteristics of the market. LÄS MER

  5. 19. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Alva Happe; Wassim Seifeddine; [2022]
    Nyckelord :portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

    Sammanfattning : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. LÄS MER

  7. 20. How to Get Rich by Fund of Funds Investment - An Optimization Method for Decision Making

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Sabina Colakovic; [2022]
    Nyckelord :Modern Portfolio Theory; Markowitz Model; Mean-Variance Optimization; Valueat-Risk; Conditional Value-at-Risk; Geometric Mean Return; Efficient Frontier; Portfolio Optimization; Markowitz 2.0;

    Sammanfattning : Optimal portfolios have historically been computed using standard deviation as a risk measure.However, extreme market events have become the rule rather than the exception. To capturetail risk, investors have started to look for alternative risk measures such as Value-at-Risk andConditional Value-at-Risk. LÄS MER