Sökning: "portfolio concentration"
Visar resultat 1 - 5 av 19 uppsatser innehållade orden portfolio concentration.
1. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. LÄS MER
2. Investigating the Formulation and Implementation of Strategy Through Project Selection in the Swedish Process Industry
Master-uppsats, Blekinge Tekniska HögskolaSammanfattning : Corporate strategies have a low success rate and strategic objectives are frequently not met. To gain insight into this phenomenon, this research explores the process of generating and implementing strategy through CAPEX projects within the mature Swedish process industry. LÄS MER
3. Unveiling the Cause of NAV-Discounts of Swedish Closed-End Funds
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Closed-end funds (CEF) have long been a crucial intermediary in the Swedish financial market by providing relatively inexpensive investment opportunities through their portfolio of public and non-public securities. Interestingly, although CEFs worldwide have been traded at a value below the cumulative value of their underlying portfolio, i.e. LÄS MER
4. Material Supply Risks for the Energy Transition: A Quantitative Analysis of Resources, Production Concentration and Geopolitical Risks
Master-uppsats, Uppsala universitet/Institutionen för geovetenskaperSammanfattning : The Paris Agreement aims to limit the global temperature to below 2°C above the pre-industrial level. In order to achieve this target, almost 200 countries committed to Nationally Determined Contributions to reduce their greenhouse gas emissions. Diverse strategies are applied to achieve the necessary emissions reductions. LÄS MER
5. Family farm and financial asset : external land ownership and family agriculture on the Swedish Plains
Master-uppsats, SLU/Dept. of Urban and Rural DevelopmentSammanfattning : In Sweden, the potential deregulation of the land market has been discussed in recent years, motivated by the increasing demand for external capital in agriculture. Corporate entities’ are currently restricted from purchasing farmland by the Swedish Land Acquisition Act. LÄS MER