Sökning: "Portfolio optimization"

Visar resultat 1 - 5 av 160 uppsatser innehållade orden Portfolio optimization.

  1. 1. Quantum Portfolio Optimization : a Multi-Level Perspective Study of the Swedish Fund Management Industry

    Master-uppsats, KTH/Industriell ekonomi och organisation (Inst.); KTH/Industriell ekonomi och organisation (Inst.)

    Författare :Olle Malmberg; Joakim Wellenstam; [2021]
    Nyckelord :Quantum computers; portfolio optimization; multi-level perspective; technological transition; finance; socio-technical; Kvantdatorer; portföljoptimering; multi-level perspective; teknisk omvandling; finans; socio-teknisk;

    Sammanfattning : In recent years, quantum computers have achieved new levels of sophistication and are by some estimates only a few years from being used in production. A growing body of literature points toward their potential uses within various industries, with the finance industry identified as exceptionally full of prospective applications. LÄS MER

  2. 2. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Adam Eidenvall; [2021]
    Nyckelord :Hierarchical Clustering; Asset Allocation; Portfolio Construction; Graph Theory; Machine Learning; Risk Parity; Regime Shift; Bootstrapping; Walk Forward; Mathematics and Statistics;

    Sammanfattning : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. LÄS MER

  3. 3. Generative Neural Network for Portfolio Optimization

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

    Författare :Mengxin Liu; [2021]
    Nyckelord :GAN; Portfolio Optimization; Neural Networks;

    Sammanfattning : This thesis aims to overcome the drawbacks of traditional portfolio optimization by employing Generative Deep Neural Networks on real stock data. The proposed framework is capable of generating return data that have similar statistical characteristics as the original stock data. LÄS MER

  4. 4. Bitcoins roll i en Investeringsportfölj : A Mean-Variance Analysis of the Diversification Benefits

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO); Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Författare :Vidar Nyqvist; Mario Milic; [2021]
    Nyckelord :Cryptocurrency; Bitcoin; Gold; Portfolio optimization; Mean-Variance; Sharpe ratio; Diversification; Kryptovaluta; Bitcoin; Guld; Portföljoptimering; Mean-Variance; Sharpekvot; Diversifiering;

    Sammanfattning : The aim of this thesis is to explore the role of bitcoin in an investment portfolio. The paper examines the nature of bitcoin and additionally how bitcoin compares to gold when included in an investment portfolio. LÄS MER

  5. 5. Sustainability in Portfolio Optimization

    Master-uppsats, Örebro universitet/Handelshögskolan vid Örebro Universitet

    Författare :Chamika Porage; [2021]
    Nyckelord :;

    Sammanfattning : .... LÄS MER