Sökning: "Riskbaserad utgångspunkt"

Hittade 2 uppsatser innehållade orden Riskbaserad utgångspunkt.

1. 1. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts

   Master-uppsats, KTH/Matematisk statistik

   Författare :Kajsa Bjelle; [2023]
   Nyckelord :Portfolio construction; asset allocation; principal component analysis; hierarchical principal component analysis; hierarchical shrinkage; eigenportfolio risk; Portföljkonstruktion; tillgångsallokering; principalkomponentanalys; hierarkisk principalkomponentanalys; hierarkisk krympning; egenportföljrisk;

   Sammanfattning : With an increasingly globalised market and growing asset universe, estimating the market covariance matrix becomes even more challenging. In recent years, there has been an extensive development of methods aimed at mitigating these issues. LÄS MER

3. 2. Införandet av det tredje penningtvättsdirektivet

   Kandidat-uppsats, Akademin för hållbar samhälls- och teknikutveckling

   Författare :Emma Ton; Malin Ståhl; [2009]
   Nyckelord :Riskbaserad utgångspunkt; tredje penningtvättsdirektivet; agentteori; politically exposed persons;

   Sammanfattning : Background and problem: In March 15, 2009, the third piece of money laundering directive was introduced which mean a more strict legislation in control against money laundering and terrorist financing. The directive is based on a risk based point of view which means that the resources should be used where the needs are. LÄS MER