Sökning: "Portfolio Manage"

Visar resultat 11 - 15 av 91 uppsatser innehållade orden Portfolio Manage.

1. 11. Utvärdering av lastprognoser : En undersökning om lastprognoserna skapade till flexibilitetsmarknaden CoordiNet i Uppsala

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Elektricitetslära

   Författare :Emma Wiss; [2023]
   Nyckelord :Lastprognoser; Flexibilitetsmarknader; Kapacitetsbrist; Uppsala; Felkällor;

   Sammanfattning : The aim of the thesis was to evaluate the load forecasts used in the flexibility market CoordiNet, more specific the load forecasted used for Uppsala during the winters 2020-2021 and 2021-2022. The load forecasts are based on machine learning and to answer the aim of the thesis the following three research questions have been studied: what factors affect the load forecasting errors, which factors are important to increase the reliability of the load forecasts and how can Vattenfall Eldistribution evaluate load forecasts in the future. LÄS MER

3. 12. The Control Mechanism of Trust

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Matilda Nilsson; Tindra Hedlund; [2023]
   Nyckelord :management control systems; control mechanisms; serial acquirers; m a; qualitative case study;

   Sammanfattning : Over the last decade, there has been an observed increase in the number of completed mergers and acquisitions (M&A). However, there is an ongoing debate about whether these are value-creating or not. While some research points to low value creation in the overall M&A market, the niche of serial acquisitions seems to constitute an exception. LÄS MER

4. 13. The impact of macroeconomic factorson the propensity of risk : How macroeconomic factors influence the level of risk in different stock market

   Uppsats för yrkesexamina på avancerad nivå, Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Författare :Mohammed Mohammed; Mattias Zheng; [2023]
   Nyckelord :Propensity Risk; Stock Market; Inflation; Exchange rate and IPP;

   Sammanfattning : Background: Asset prices, investment choices, and market mood can all be greatly impacted by macroeconomic factors and risk perception. Therefore, for investors, portfolio managers, policymakers, and regulators looking to negotiate the complexity of financial markets, knowing how macroeconomic factors affect risk is crucial. LÄS MER

5. 14. Increasing process reconfigurability and quality in HMLV assembly lines using Industry 4.0 : A case study in the automotive industry

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

   Författare :Dagvadorj Bazarkhuu; Evelina Dannert; [2023]
   Nyckelord :Reconfigurability; Industry 4.0; quality; assembly; High-Mix Low-Volume; HMLV; Rekonfigurerbarhet; Industri 4.0; kvalitet; montering; Hög-mix Låg-volym; HMLV;

   Sammanfattning : The automotive industry is responsible for substantial emissions and is therefore transitioning to the new market of electromobility. With changing market conditions and uncertain demand, frequent product launches and customization are increasingly common. LÄS MER

7. 15. An Investigation and Comparison of Machine Learning Methods for Selecting Stressed Value-at-Risk Scenarios

   Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för systemteknik

   Författare :Moa Tennberg; [2023]
   Nyckelord :Value-at-Risk; Total margin; Procyclicality; Machine learning; Binary classification; Supervised learning; Unsupervised learning; Random forest; Multilayer perceptron;

   Sammanfattning : Stressed Value-at-Risk (VaR) is a statistic used to measure an entity's exposure to market risk by evaluating possible extreme portfolio losses. Stressed VaR scenarios can be used as a metric to describe the state of the financial market and can be used to detect and counter procyclicality by allowing central clearing counterparities (CCP) to increase margin requirements. LÄS MER