Sökning: "examensarbete portfolio"

Visar resultat 21 - 25 av 74 uppsatser innehållade orden examensarbete portfolio.

1. 21. Volatility Managing Strategy - A Strategy for Mitigating Risk and Stabilizing Risk-adjusted Return

   Master-uppsats, KTH/Matematisk statistik

   Författare :Sara Barwary; Hanna Lind; [2021]
   Nyckelord :ARCH; EGARCH; GARCH; GJR-GARCH; Return; Risk; Volatility; Volatility Managing Strategy; ARCH; EGARCH; GARCH; GJR-GARCH; Avkastning; Risk; Volatilitet; Volatilitetshanterande strategi;

   Sammanfattning : Volatility managing strategies have gained attention over the last few years due to theiralleged ability to increase portfolio return and mitigate risk. This thesis examines the performance and risk of a portfolio using such a strategy on the Swedish equity market. The strategy is dependent on the forecasting of volatility. LÄS MER

3. 22. Hierarchical Clustering in Risk-Based Portfolio Construction

   Master-uppsats, KTH/Matematisk statistik

   Författare :Natasha Nanakorn; Elin Palmgren; [2021]
   Nyckelord :Portfolio construction; asset allocation; risk-based asset allocation; hierarchical clustering; agglomerative clustering; hierarchical risk parity; risk; volatility; Portföljallokering; portföljhantering; portföljmetoder; riskbaserad portföljallokering; hierarkisk klustring; agglomerativ klustring; risk; volatilitet;

   Sammanfattning : Following the global financial crisis, both risk-based and heuristic portfolio construction methods have received much attention from both academics and practitioners since these methods do not rely on the estimation of expected returns and as such are assumed to be more stable than Markowitz's traditional mean-variance portfolio. In 2016, Lopéz de Prado presented the Hierarchical Risk Parity (HRP), a new approach to portfolio construction which combines hierarchical clustering of assets with a heuristic risk-based allocation strategy in order to increase stability and improve out-of-sample performance. LÄS MER

4. 23. How Online Stock Trading Learning Platforms Can Contribute To Financial Literacy

   Master-uppsats, Umeå universitet/Institutionen för tillämpad fysik och elektronik

   Författare :Nils Fohlin; [2021]
   Nyckelord :Lean UX Development; Minimum Viable Product; Financial Literacy; Stock Market Trading; Stock Market Learning;

   Sammanfattning : Prior studies have shown that investment knowledge and motivation increases when students in a school setting have access to a stock trading learning platform.  This thesis aims to further investigate if a stand-alone online stock trading learning platform, on its own, can help non stock investors understand financial literacy concepts. LÄS MER

5. 24. Credit Rating Downgrades Amongst Commercial Real Estate Companies on the Swedish Corporate Bond Market : To BBB or not to BBB

   Master-uppsats, KTH/Fastigheter och byggande

   Författare :Björn Uggla; Carl Nielsen; [2021]
   Nyckelord :Credit Rating Downgrade; Corporate Bonds; Commercial Real Estate; Capital Market Financing; Nedgraderingar av kreditbetyg; företagsobligationer; kapitalmarknadsfinansiering; kommersiella fastigheter;

   Sammanfattning : In the last decade, Swedish commercial real estate companies have increased their presence on thecorporate bond market significantly. The real estate companies now account for the majority ofoutstanding bonds and the trend appears to continue. LÄS MER

7. 25. The Black-Litterman Asset Allocation Model - An Empirical Analysis of Its Practical Use

   Master-uppsats, KTH/Matematik (Avd.)

   Författare :Hampus Ernstsson; Max Börjes Liljesvan; [2021]
   Nyckelord :Black-Litterman model; asset allocation; portfolio optimization; investor views; portfolio management; Black-Litterman model; tillgångsallokering; portföljoptimering; investerarens förväntade avkastningar; portföljförvaltning;

   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