Sökning: "portfolio problem"

Visar resultat 1 - 5 av 227 uppsatser innehållade orden portfolio problem.

1. 1. Robust Portfolio Optimization with Correlation Penalties

   Master-uppsats, KTH/Matematisk statistik

   Författare :Pelle Nydahl; [2023]
   Nyckelord :Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

   Sammanfattning : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. LÄS MER

3. 2. Hive : Produktutveckling av en additivt tillverkad sänglampa

   Uppsats för yrkesexamina på grundnivå, Luleå tekniska universitet/Institutionen för ekonomi, teknik, konst och samhälle

   Författare :Jens Nilsson; [2023]
   Nyckelord :Industrial design; Product design; Bed lamp; Light environment; Scandinavian; FDM; 3D-print; Additive manufacturing; Teknisk design; Produktutveckling; Sänglampa; Ljusmiljö; Skandinavisk; FDM; 3D-print; Additiv tillverkning;

   Sammanfattning : Normada arbetar med att utveckla additivt tillverkade (3D-printade) möbler i skandinavisk stil och vill nuutöka sin produktportfölj med mindre produkter, såsom en sänglampa. Denna rapport fokuserar på att lösa ettvanligt problem med sänglampor idag, nämligen att de oftast antingen ger riktat ljus lämpligt för läsning ellerspritt ljus som skapar en mysig atmosfär. LÄS MER

4. 3. Portfolio Optimization Problems with Cardinality Constraints

   Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

   Författare :Abolgasem Esmaeily; Felix Loge; [2023]
   Nyckelord :Portfolio Optimization; Modern Portfolio Theory MPT • Mixed Integer Programming MIP ; Efficient Frontier; Cardinality Constraints; Daily Returns; Expected Returns; Asset Allocation; Diversification;

   Sammanfattning : This thesis analyzes the mean variance optimization problem with respect to cardinalityconstraints. The aim of this thesis is to figure out how much of an impact transactionchanges has on the profit and risk of a portfolio. We solve the problem by implementingmixed integer programming (MIP) and solving the problem by using the Gurobi solver. LÄS MER

5. 4. The Impact of Quantum Computing on the Financial Sector : Exploring the Current Performance and Prospects of Quantum Computing for Financial Applications through Mean-Variance Optimization

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Ante Fahlkvist; Alfred Kheiltash; [2023]
   Nyckelord :Quantum computing; Finance; Financial applications; Mean-variance optimization; Zero-one quadratic programming; Quantum computing in finance;

   Sammanfattning : Many important tasks in finance often rely on complex and time-consuming computations. The rapid development of quantum technology has raised the question of whether quantum computing can be used to solve these tasks more efficiently than classical computing. LÄS MER

7. 5. Structural Review and Performance Evaluation of Real Estate Tokens

   Master-uppsats, KTH/Fastighetsekonomi och finans

   Författare :Berke Bayhoca; [2023]
   Nyckelord :Blockchain; Security Token; Real Estate; Portfolio Management; Blockchain; Säkerhetstoken; Fastigheter; Portföljförvaltning;

   Sammanfattning : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. LÄS MER