Sökning: "Portfolio Allocation"
Visar resultat 1 - 5 av 191 uppsatser innehållade orden Portfolio Allocation.
1. Portfolio Strategies Under Different Inflationary Regimes
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. LÄS MER
2. Robust Portfolio Optimization
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. LÄS MER
3. Robust Portfolio Optimization with Correlation Penalties
Master-uppsats, KTH/Matematisk statistikSammanfattning : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. LÄS MER
4. Stochastic Portfolio Optimization
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. LÄS MER
5. Predicting Asset Indexes for Safe and Profitable Portfolio Allocation
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Many investors face the complicated task of allocating and forecasting asset indexes in asafe and profitable manner. The primary objective of this bachelor thesis is to introduce asafe and risk-adjustment portfolio allocation, consisting of four Swedish listed. LÄS MER