Sökning: "Portfolio Asset Management"

Visar resultat 11 - 15 av 87 uppsatser innehållade orden Portfolio Asset Management.

  1. 11. PORTFOLIO OPTIMIZATION WITH CRYPTO ASSETS : Analyzing the Impact of the Investors' Subjective Views on Portfolio Risk

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Sebastian Palmquist; Janis Mednis; [2022]
    Nyckelord :;

    Sammanfattning : Cryptocurrencies’ population is growing continuously and so is their relevance for portfolio management theory. But as a new asset class with different characteristics and trading patterns, the inclusion of crypto assets to a portfolio brings several difficulties and many professional investors shy away from implementing them. LÄS MER

  3. 12. Volatility-managed portfolios in the international markets

    Master-uppsats, Stockholms universitet/Finansiering

    Författare :Soroush Hasanpour; Emil Adamsson; [2022]
    Nyckelord :Financial Markets; Asset-pricing; asset pricing; Equity; Equity Markets; Volatility; Volatility-management; international markets; Volatility pricing; Pricing anomalies;

    Sammanfattning : Volatility-managed portfolios offer mixed returns in an international setting based on ex-ante information. The results of this paper further strengthen the theory that the variability of excess returns from volatility-management are more dependent on underlying investor strategy rather than differences of global markets. LÄS MER

  4. 13. Volatility Forecasting using GARCH Processes with Exogenous Variables

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ellis Larson; [2022]
    Nyckelord :Stochastic process; GARCH model; Volatility; Exogenous variables; Evaluation metrics.; GARCH; Volatilitet; Exogena variabler; Evalueringsmetriker.;

    Sammanfattning : Volatility is a measure of the risk of an investment and plays an essential role in several areas of finance, including portfolio management and pricing of options. In this thesis, we have implemented and evaluated several so-called GARCH models for volatility prediction based on historical price series. LÄS MER

  5. 14. A Study on the Market and Movements of Cryptocurrencies

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :William Isaksson; [2022]
    Nyckelord :Risk management; Portfolio analysis; Cryptocurrency; Nasdaq; Style analysis; PCA; Blockchain.;

    Sammanfattning : There has been much debate among investors on the benefits cryptocurrencies can have for portfolios and how their prices moves in the market. It is not difficult to see that cryptocurrencies are very volatile, yet that does not prevent investors from pouring tons of money in crypto-investments that either generate huge returns or catastrophic losses. LÄS MER

  7. 15. Att kunna definieras som ett Investmentföretag - En studie om rekvisiten i 39 kap. 15 § inkomstskattelagen

    Kandidat-uppsats, Lunds universitet/Institutionen för handelsrätt

    Författare :Albin Wärnlund; [2022]
    Nyckelord :Investmentbolag; investmentföretag; skatterätt; inkomstskattelag; rekvisit; Law and Political Science;

    Sammanfattning : This essay deals with the three necessary conditions, stipulated in the Swedish Income Tax Act (“Inkomstskattelagen”), needed to be met in order for a company to be able to constitute an investment company. However, determining whether an entity satisfies one or more of the criteria for investment company status has not always proved to be unproblematic in practice. LÄS MER