Sökning: "optimal liquidation"
Visar resultat 1 - 5 av 7 uppsatser innehållade orden optimal liquidation.
1. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. LÄS MER
2. Dry Powder in Private Equity: How Does It Relate to Performance and What Are the Implications for Investors?
C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Although average returns are decreasing in the PE industry, fund sizes are increasing more than ever, as more and more capital is poured into the industry. The amount of uncalled capital, known as dry powder, has recently hit record-high levels. LÄS MER
3. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation
Master-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. LÄS MER
4. Implementation of a risk calculation model incorporating optimal liquidation strategies
Master-uppsats, Umeå universitet/Institutionen för fysikSammanfattning : .... LÄS MER
5. Optimal Liquidation of Stock
Master-uppsats, Uppsala universitet/Analys och sannolikhetsteoriSammanfattning : .... LÄS MER