Sökning: "Portfolio Management"

Visar resultat 21 - 25 av 576 uppsatser innehållade orden Portfolio Management.

  1. 21. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Albin Irell Fridlund; Johanna Heberlein; [2023]
    Nyckelord :Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

    Sammanfattning : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. LÄS MER

  3. 22. The power of purpose: How ESG subcategories drive financial performance : A comprehensive analysis using the Fama-French Five-Factor model

    Magister-uppsats, Linnéuniversitetet/Institutionen för management (MAN)

    Författare :Oscar Johnsson; Elias Henriksson; [2023]
    Nyckelord :ESG score; ESG-subcategories; Fama-French five-factor model; corporate social responsibility; Sharpe ratio;

    Sammanfattning : ESG investing is a hot subject in today’s world with socially responsible investments under management reaching 35.3 trillion in the beginning of 2020. Corporations today are highly affected by social and government pressure to take on corporate social responsibility. LÄS MER

  4. 23. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

    Kandidat-uppsats, Jönköping University/IHH, Företagsekonomi

    Författare :Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
    Nyckelord :Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

    Sammanfattning : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. LÄS MER

  5. 24. The ESG Power of the Board Seat - Comparative case studies of how private equity firms implement ESG strategies within their portfolio companies and manage them through the use of control systems

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

    Författare :Sanna Sabir; Jonatan Persson; [2023]
    Nyckelord :Private Equity; ESG; Management Control Systems; Levers of Control;

    Sammanfattning : This thesis aims to investigate how private equity firms use control systems to implement ESG-focused business activities within their portfolio companies. The chosen method was comparative case studies, with interviews and documents from two private equity firms. LÄS MER

  7. 25. Simulation Based Methods for Credit Risk Management in Payment Service Provider Portfolios

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Knut Dahlström; Carl Forssbeck; [2023]
    Nyckelord :Credit Risk; Monte Carlo simulation; Importance Sampling; Merton; Kreditrisk; Monte Carlo simulation; Importance Sampling; Merton;

    Sammanfattning : Payment service providers have unique credit portfolios with different characteristics than many other credit providers. It is therefore important to study if common credit risk estimation methods are applicable to their setting. LÄS MER