Sökning: "Weight budgeting"

Hittade 2 uppsatser innehållade orden Weight budgeting.

  1. 1. Comparing Risk Parity Portfolios Does a Tail-Risk Parity strategy provide better downside protection than the Risk Parity strategy during economic crisis?

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Jesper Johansson; Mirza Omer; [2021]
    Nyckelord :Tail-risk parity; Risk parity; Expected Shortfall; Weight budgeting; Risk budgeting; Capital Allocation; Risk Contribution; Business and Economics;

    Sammanfattning : This thesis evaluates the risk parity and tail-risk parity approach against conventional weight budgeting approach. The risk parity and tail-risk parity approach, in contrast to weight budgeting approach, is about distributing the risk between the asset classes in the portfolio. LÄS MER

  3. 2. Samspelet mellan budget- och budgetlös styrning : En studie kring hur dessa styrverktyg tillsammans bidrar till en mer optimerad styrning.

    Kandidat-uppsats, Högskolan i Gävle/Företagsekonomi

    Författare :Anton Fredar Skäre; Felix Sundén; [2020]
    Nyckelord :Scandinavia; Private-sector; beyond budgeteing; budgeting; dichotomy;

    Sammanfattning : Title: The interaction between traditional budgeting and beyond budgeting - A study regarding the dualism between traditional budgeting and beyond budgeting and how these economical tools can provide a more optimized steering.    Level: Student thesis, final assignment for Bachelor Degree in Business Administration   Author: Anton Fredar Skäre and Felix Sundén   Supervisor: Tomas Källquist and Pär Vilhelmson   Date: 2020 - January   Aim: The aim with this study is to gain an understanding regarding how Swedish private companies apply traditional budget and beyond budgeting in practice. LÄS MER