Sökning: "allokering portfölj"
Visar resultat 1 - 5 av 6 uppsatser innehållade orden allokering portfölj.
1. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. LÄS MER
2. Guldläge för din portfölj? : Att diversifiera portföljen med guld och guldbolag
Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling; Linköpings universitet/Filosofiska fakultetenSammanfattning : Bakgrund: Under de senaste åren har finansmarknaderna karakteriserats av låga räntor och starka börsuppgångar. Diverse stimulanspaket med anledning av coronakrisen har medfört en kraftigt ökad penningmängd som skapat en snabbt stigande inflation. LÄS MER
3. Allocation of Alternative Investments in Portfolio Management. : A Quantitative Study Considering Investors' Liquidity Preferences
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : Despite the fact that illiquid assets pose several difficulties regarding portfolio allocation problems for investors, more investors are increasing their allocation towards them. Alternative assets are characterized as being harder to value and trade because of their illiquidity which raises the question of how they should be managed from an allocation optimization perspective. LÄS MER
4. Market frictions effect on optimal real estate allocation in a multi-asset portfolio : A study of the Swedish market
Master-uppsats, KTH/Fastigheter och byggandeSammanfattning : The weight of real estate in a multi-asset portfolio is a highly discussed matter and the main purpose for every investor is to reach an optimal diversification. The aim of the thesis is to apply a new allocation model, which considers market imperfections characterized by real estate. LÄS MER
5. Optimal Project Portfolio Execution - Using analytical and simulation models with realistic project layouts and resource behavior
Master-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : This project aims to increase the knowledge in the area of resource allocation in R&D portfolios, a topic interesting to both the industry and academic research. The thesis investigates how to optimally allocate resources to projects in a R&D portfolio, with focus on how many projects that are optimal to run in parallel. LÄS MER