Sökning: "Portfolio Optimization"
Visar resultat 11 - 15 av 228 uppsatser innehållade orden Portfolio Optimization.
11. The Impact of Quantum Computing on the Financial Sector : Exploring the Current Performance and Prospects of Quantum Computing for Financial Applications through Mean-Variance Optimization
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : Many important tasks in finance often rely on complex and time-consuming computations. The rapid development of quantum technology has raised the question of whether quantum computing can be used to solve these tasks more efficiently than classical computing. LÄS MER
12. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/DatalogiSammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER
13. Allokering av institutionellt kapital till private equity-fonder : Beslutsprocessen och kapitalets väg från svenska institutioner till private equity-fonder
Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : Private equity har under lång tid varit ett attraktivt alternativ vid allokering av kapital. Under de senaste fyrtio åren har tillgångsslaget fått mer fäste i Sverige. LÄS MER
14. 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 miljöteknikSammanfattning : 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
15. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. LÄS MER