Sökning: "portfolio selection"

Visar resultat 1 - 5 av 107 uppsatser innehållade orden portfolio selection.

  1. 1. Online intra-day portfolio optimization using regime based models

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Matematisk statistik

    Författare :Sara Hafström Fremlin; [2019]
    Nyckelord :Multi-period portfolio selection; Model predictive control; Hidden Markov model; Mathematics and Statistics;

    Sammanfattning : In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where the data is sampled every 5 minutes. Previous research has shown how MPC optimization applied to daily sampled financial data can generate a portfolio that exceeds the value of standard portfolio strategies such as Strategic asset allocation. LÄS MER

  2. 2. Can cryptocurrencies enhance portfolio performance?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Mortimer Henningsson; [2019]
    Nyckelord :cryptocurrencies; Bitcoin; asset selection; diversification; portfolio strategy; Business and Economics;

    Sammanfattning : This thesis utilizes mean-variance analysis and Sharpe-ratio optimization to explore the possibilities of adding cryptocurrencies to enhance portfolio performance. While earlier such research has focused on Bitcoin alone, this study examines 17 of the largest cryptocurrencies, selected based on their market capitalization. LÄS MER

  3. 3. Formation of market entry strategy with an interest in decision-making : A case study in a B2B context

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för marknadsföring (MF); Linnéuniversitetet/Institutionen för marknadsföring (MF)

    Författare :Anna Nilsson; Melanie Sala; [2018]
    Nyckelord :Strategy; Decision-making process; Foreign Market Entry;

    Sammanfattning : Today’s business environment is growing at an increasing pace, pushing firms to internationalize. Foreign market entry has thereafter been a well-researched field by scholars. LÄS MER

  4. 4. Under the CSR umbrella - The effect of CSR performance and Human capital commitments on Corporate financial performance

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Dennis Mohammad; Gustav Strand; [2018]
    Nyckelord :CSR; Human Capital; Corporate Financial Performance; Carhart four-factor model;

    Sammanfattning : This study looks at the effect of corporate social responsibility (CSR) performance and human capital commitments on corporate financial performance for Swedish corporations between 2002 and 2015. While the general effect of CSR performance on corporate financial performance is well studied around the world, this study deep-dives into one factor under the CSR umbrella, human capital, which till this day is a sub-section of CSR that we know little about. LÄS MER

  5. 5. Aktieportföljer hos höginkomsttagare : En kvantitativ studie om investeringsbeteende hos höginkomsttagare på svenska aktiemarknaden

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen; Uppsala universitet/Företagsekonomiska institutionen

    Författare :Imen Boughrira; Zohal Kazemi; [2018]
    Nyckelord :Superinvestors; investment behaviour; portfolio value; income and Swedish stock market; Superinvesterare; investeringsbeteende; portföljvärde; inkomstnivå och svenska aktiemarknaden;

    Sammanfattning : Inom aktiemarknaden finns det en mängd olika teorier som förklarar investeringsbeteendet hos individer. Grunden för beslutsfattande är inte alltid uppenbart. Beslutens påverkan på avkastningen är dock uppenbart och viktigt för investerare. LÄS MER