Sökning: "Portfolio Optimization"

Visar resultat 16 - 20 av 228 uppsatser innehållade orden Portfolio Optimization.

1. 16. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Sebastian Persson; Niklas Hansson; [2023]
   Nyckelord :Nuclear asset management; Risk-informed asset management; Portfolio optimization; Project selection; Knapsack problem; Monte Carlo simulation; Conditional Value at Risk; Tillgångsförvaltning; Riskinformerad tillgångsförvaltning; Portföljoptimering; Projekturval; Kappsäcksproblem; Monte Carlo simulering; Conditional Value at Risk;

   Sammanfattning : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. LÄS MER

3. 17. ESG Rating Divergence & Portfolio Consequences of Relying on a Single Rating Provider - A study conducted on companies in the Nordic region

   Master-uppsats, Jönköping University

   Författare :Saga Sköld; Malin Wassberg; [2023]
   Nyckelord :ESG; ESG Divergence; Sustainable Finance; Portfolio Optimization; Efficient Frontier;

   Sammanfattning : This thesis investigates how ESG ratings for Nordic companies vary between two ESG providers, and how the risk and expected return differs between two highly rated ESG portfolios according to the two providers. In doing so, we aim to contribute to research on the topic of ESG divergence as it is of great importance for investors that this subject is studied further. LÄS MER

4. 18. Merton's Portfolio Problem under Jourdain--Sbai Model

   Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Författare :Sajedeh Saadat; [2023]
   Nyckelord :Merton’s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model; Finite-difference method; Crank-Nicolson.;

   Sammanfattning : Portfolio selection has always been a fundamental challenge in the field of finance and captured the attention of researchers in the financial area. Merton's portfolio problem is an optimization problem in finance and aims to maximize an investor's portfolio. LÄS MER

5. 19. KPI:s inverkan på hyrefastigheter : En studie om hur fastighetsbolag beaktar finansiell risk av hyresfastigheter inom sitt bestånd

   Kandidat-uppsats, Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhet

   Författare :Melker Paver; Isak Rosberg; [2023]
   Nyckelord :Fastighetsbolag; finansiell risk; hyresfastighet; konsumentprisindex; flexibilitet;

   Sammanfattning : Title: The impact of Consumer Price Index on Rental Properties   Level: Bachelor’s Thesis in Business Administration    Authors: Melker Paver & Isak Rosberg   Examiner: Per Ola-Ulvenblad & Urban Österlund   Research question:  ·         How do real estate companies consider financial risk linked to rental properties of consumer price index?  ·         How do real estate companies manage risk when facing increased costs related to rental properties due to inflation and rising interest rates?   Purpose: The purpose of this thesis is to analyze and to gain an understanding of how private real estate companies consider and manage financial risk when costs increase due to consumer price index   Method: To accomplish the purpose of the thesis, the writers carried out a qualitive research together with an abductive research approach. The writers collected empirical data through the use of qualitative interviews with five private real estate companies. LÄS MER

7. 20. Merton's Portfolio Problem under Grezelak-Oosterlee-Van Veeren Model

   Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Författare :Tara Romsäter; [2023]
   Nyckelord :Merton s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model.;

   Sammanfattning : Merton’s Optimal Investment-Consumption Problem is a classic optimization problem in finance. It aims to find the optimal controls for a portfolio with both risky and risk-less assets, inorder to maximize an investor’s utility function. LÄS MER