Sökning: "Risk allocation"

Visar resultat 16 - 20 av 317 uppsatser innehållade orden Risk allocation.

  1. 16. Predicting Asset Indexes for Safe and Profitable Portfolio Allocation

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Ludwig Fredriksson; Nikola Tomic; [2023]
    Nyckelord :;

    Sammanfattning : Many investors face the complicated task of allocating and forecasting asset indexes in asafe and profitable manner. The primary objective of this bachelor thesis is to introduce asafe and risk-adjustment portfolio allocation, consisting of four Swedish listed. LÄS MER

  3. 17. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Idun Cederberg; Ida Cui; [2023]
    Nyckelord :Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

    Sammanfattning : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. LÄS MER

  4. 18. Återkrav av överdebiteringar - En studie om passivitet och condictio indebiti

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Författare :Jonathan Lindström; [2023]
    Nyckelord :avtalsrätt; fordringsrätt; condictio indebiti; Law and Political Science;

    Sammanfattning : When someone has overpaid in the mistaken belief that there was an obliga-tion to pay, the doctrine of condictio indebiti comes into play. For the princi-ples to be applicable, the payment must have no legal basis. A legal basis for the payment exists if there is a contractual basis for it, or if the payment con-stituted a disposition. LÄS MER

  5. 19. 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

  7. 20. Intensifying Building Use: How the Cities of Amsterdam and Malmö Enable the Sharing of Spaces

    Master-uppsats, Lunds universitet/Internationella miljöinstitutet

    Författare :Sonja Leyvraz; [2023]
    Nyckelord :Building industry; circular economy; intensifying loops; urban governance; sharing economy.; Social Sciences; Earth and Environmental Sciences;

    Sammanfattning : In the building industry, circular economy has gained much attention in recent years, yet thus far, little research has been conducted on the topic of intensified building use, despite the great potential this strategy offers in terms of emission reduction. One way of intensifying building use can be through the sharing of spaces among different users at different times. LÄS MER