Sökning: "Portfolio Optimization"
Visar resultat 21 - 25 av 228 uppsatser innehållade orden Portfolio Optimization.
21. Portfolio Optimization Problems with Transaction Costs
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : Portfolio theory is a cornerstone of modern finance, and it is based on the idea that an investor can reduce risk by diversifying their investments across various assets. In practice, Harry Markowitz mean-variance optimization theory is expanded upon by taking into account variable and fixed transaction cost, making the model slightly more reliable. LÄS MER
22. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. LÄS MER
23. Optimering av orderkvantiteter : En fältstudie på Boråstapeter och Borås Tapetfabrik
M1-uppsats, Högskolan i Borås/Akademin för textil, teknik och ekonomiSammanfattning : Examensarbetet har skrivits med hjälp utav holdingbolaget Embellence Group, som i sin varumärkesportfölj har företagen Boråstapeter och Borås Tapetfabrik. Lagerhållningen och produktionen är centraliserad i Borås och företagen ligger i samma byggnad. LÄS MER
24. Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500
Kandidat-uppsats,Sammanfattning : This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. LÄS MER
25. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. LÄS MER