Sökning: "Tillgångsallokering"
Visar resultat 1 - 5 av 22 uppsatser innehållade ordet Tillgångsallokering.
1. Portfolio Strategies Under Different Inflationary Regimes
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. LÄS MER
2. A Multi-Level Extension of the Hierarchical PCA Framework with Applications to Portfolio Construction with Futures Contracts
Master-uppsats, KTH/Matematisk statistikSammanfattning : 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. Flight to Quality:Påverkar räntaninvesterares reallokeringav kapital? : En kvantitativ studie om förflyttningen av kapital från aktier till obligationer i Sverige under de senaste 30 åren och räntans påverkan.
Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakultetenSammanfattning : Bakgrund: Kapital på börsen förflyttas fram och tillbaka mellan olika tillgångar, vilket ären naturlig del av diversifieringen i portföljer. När osäkerheten ökar i marknaden väljerinvesterare normalt att förflytta kapital från aktier till säkrare tillgångar som exempelvisobligationer, vilket beskrivs som Flight to Quality (FTQ). LÄS MER
4. The Black-Litterman Asset Allocation Model - An Empirical Analysis of Its Practical Use
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Modern portfolio theory has its attractive characteristics of promoting diversification in a portfolio and can be seen as an easy alternative for setting optimal weights for portfolio managers. Furthermore, as portfolio managers try to beat a defined benchmark for their portfolio the Black-Litterman model allows them to include their own prospects on the future return of markets and securities. LÄS MER
5. Aligning ownership and control
Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : Abstract Title Aligning ownership and control Seminar date 15 January 2021 Course Bachelor's Thesis in Corporate Finance (FEKH89) Authors Alexander Bjarte, Jakob Gerby, Melker Melin Thesis Advisor Anamaria Cociorva Key words Insider Ownership, Financial Performance, ROA, Tobin’s Q, Asset Allocation, Decision Making Purpose The aim of this study is to investigate whether equity ownership amongst the decision making management of a firm is positive for financial performance. Methodology In order to achieve the purpose of the study, a quantitative method with a deductive approach was used. LÄS MER