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Visar resultat 1 - 5 av 228 uppsatser som matchar ovanstående sökkriterier.
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. Energioptimering: En fältstudie i Oskarshamn
Kandidat-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : Projektet undersökte möjliga energibesparingar i en bostadsfastighet i Oskarshamn på uppdrag av Byggebo i Oskarshamn AB, ett kommunalt ägt fastighetsbolag med ett varierat fastighetsbestånd. Data från Byggebo innehållande lägenheternas innertemperaturer, byggnadens framledningstemperatur samt utetemperaturen, detta kompletterades med väderdata från SMHI innehållande vindhastighet och kortvågsstrålning. LÄS MER
4. 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
5. Sustainability Filtration and Optimization: A Stepwise Integration Approach
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. LÄS MER