Sökning: "Portfolio Management"

Visar resultat 16 - 20 av 576 uppsatser innehållade orden Portfolio Management.

  1. 16. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Magnus Borg; Lucas Ternqvist; [2023]
    Nyckelord :ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Sammanfattning : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. LÄS MER

  3. 17. Personalized Investment Recommendations Using Recommendation Systems

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Lorik Sadriu; [2023]
    Nyckelord :Recommendation systems; Deep learning; Institutional investors; Investment decision-making; Mean-variance spanning test; Cross-Selling; Business and Economics;

    Sammanfattning : This paper presents a Deep Learning-based Hybrid Recommendation System (DLHR) designed specifically for institutional investors with public portfolio holdings on the Stockholm Stock Exchange. The objective is to provide personalized investment recommendations, complement existing portfolios, and explore untapped cross-selling opportunities. LÄS MER

  4. 18. Implementing Life Cycle Assessment in the Product Development Process : Creating a simplified LCA-tool to support decision making and implement sustainability as a design parameter

    Master-uppsats, Linköpings universitet/Industriell miljöteknik

    Författare :Markus Johansson; Jonatan Sars; [2023]
    Nyckelord :;

    Sammanfattning : Design is described as the main factor influencing a product's sustainability, and with industrial growth, global interest in sustainability issues has also increased. Furthermore, the design process is an important part when companies are to reduce climate impact of their products, and that the demand for more environmentally friendly products is increasing. LÄS MER

  5. 19. Digital projektportföljstyrning som ledningssystem för beställare i byggbranschen : Utmaningar, användning och möjliga förbättringar

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för samhällsbyggnad och naturresurser

    Författare :Anna Bergman; Ali Kadhim; [2023]
    Nyckelord :Projektportföljstyrning; Ledningssystem; Beställare;

    Sammanfattning : Detta examensarbete undersöker användningen av projektportföljstyrning (PPM) som ett ledningssystem för beställare inom byggbranschen. Utmaningarna inom branschen, såsomeffektivitet, hållbarhet, informationsutbyte och standardisering, diskuteras i ljuset av hur PPM kanbidra till att möta dessa utmaningar. LÄS MER

  7. 20. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Karl Nilsson; Tanyue Zheng; [2023]
    Nyckelord :macroeconomic factors; asset classes; diversification strategies; portfolio management; institutional qualities;

    Sammanfattning : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. LÄS MER