Sökning: "Portfolio diversification"

Visar resultat 1 - 5 av 180 uppsatser innehållade orden Portfolio diversification.

  1. 1. Empirical Analysis of Dependence Structure Between Assets: A Study of the Impact of Infation on Dependence Between Stock Portfolios and Gold

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Tim Baldesten Pajunen; Filip Steussloff; [2023-06-29]
    Nyckelord :Infation;

    Sammanfattning : In this paper, we study the impact of inflation on the dependence and volatilities of gold and stock portfolios constructed by Fama and French. To model the dependence structure, we propose a copula probability model. LÄS MER

  3. 2. Portfolio Optimization Problems with Cardinality Constraints

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Abolgasem Esmaeily; Felix Loge; [2023]
    Nyckelord :Portfolio Optimization; Modern Portfolio Theory MPT • Mixed Integer Programming MIP ; Efficient Frontier; Cardinality Constraints; Daily Returns; Expected Returns; Asset Allocation; Diversification;

    Sammanfattning : This thesis analyzes the mean variance optimization problem with respect to cardinalityconstraints. The aim of this thesis is to figure out how much of an impact transactionchanges has on the profit and risk of a portfolio. We solve the problem by implementingmixed integer programming (MIP) and solving the problem by using the Gurobi solver. LÄS MER

  4. 3. 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 system

    Författare :Gustav Löf; William Westerdahl Widlund; [2023]
    Nyckelord :Private Equity; Alternative Investments; Swedish Institutions; Behavioral Finance; Private equity; alternativa investeringar; svenska institutioner; ekonomisk beteendeteori;

    Sammanfattning : 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

  5. 4. Storskogen's portfolio diversification - A strategy for prosperity?

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Markus Johan Willem Ransved Nilsson; Gustaf Frumerie; [2023]
    Nyckelord :Serial acquirer; M A; Growth; Value Creation; Book-runners;

    Sammanfattning : This case study provides an in-depth description of the fast-paced M&A compounder Storskogen which has received noticeable media attention since its IPO in October 2021. Through examining the market sentiment surrounding the public market entry, the underwriting process, and its business model, potential reasons for its volatile and relatively poor stock performance are put forward. LÄS MER

  7. 5. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Karl Nilsson; Tanyue Zheng; [2023]
    Nyckelord :macroeconomic factors; asset classes; diversification strategies; portfolio management; institutional qualities;

    Sammanfattning : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. LÄS MER