Sökning: "allocation of assets"
Visar resultat 1 - 5 av 119 uppsatser innehållade orden allocation of assets.
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. Robust Portfolio Optimization
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. LÄS MER
3. The Road Ahead: Exploring the Potential of Public-Private Partnerships in Closing the European Infrastructure Investment Gap
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Modern infrastructure assets are fundamental for the long-term economic growth and development of countries and regions. Yet, the European infrastructure investment gap is projected to reach USD 2 trillion by 2040. One approach to closing this infrastructure investment gap is strengthening the collaboration between the private and public sector. LÄS MER
4. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/DatalogiSammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER
5. Allokering av institutionellt kapital till private equity-fonder : Beslutsprocessen och kapitalets väg från svenska institutioner till private equity-fonder
Kandidat-uppsats, KTH/Fastighetsföretagande och finansiella systemSammanfattning : Private equity har under lång tid varit ett attraktivt alternativ vid allokering av kapital. Under de senaste fyrtio åren har tillgångsslaget fått mer fäste i Sverige. LÄS MER