Sökning: "portfolio theory"

Visar resultat 1 - 5 av 369 uppsatser innehållade orden portfolio theory.

  1. 1. The Adoption of Artificial Intelligence in Swedish Funds

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Stephie Do; Tim Larsson; [2021-02-24]
    Nyckelord :Artificial intelligence; performance; funds; finance; asset management; portfolio theory; efficient market; behavioral finance.;

    Sammanfattning : Fund managers have historically made use of traditional portfolio strategies such as Markowitz portfolio selection, as part of their decision making. But as the world has started to shift towards a more automated lifestyle, the question arises if fund management will follow. LÄS MER

  2. 2. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Adam Eidenvall; [2021]
    Nyckelord :Hierarchical Clustering; Asset Allocation; Portfolio Construction; Graph Theory; Machine Learning; Risk Parity; Regime Shift; Bootstrapping; Walk Forward; Mathematics and Statistics;

    Sammanfattning : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. LÄS MER

  3. 3. En kvantitativ, komparativ studie om hållbara och traditionella fonders prestation

    Kandidat-uppsats, Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turism

    Författare :Jesper Andersson; [2021]
    Nyckelord :Swedish Pensions Agency; premium pension; sustainable funds; traditional funds; portfolio selection theory; risk-adjusted return; Pensionsmyndigheten; premiepension; hållbara fonder; traditionella fonder; portföljvalsteori; riskjusterad avkastning.;

    Sammanfattning : Syftet med studien är att undersöka och jämföra hur svenska hållbara aktiefonder och svenska traditionella aktiefonder har presterat inom premiepensionssystemet under perioden 2015-2019. Detta görs eftersom att intresset för hållbara investeringar har ökat markant både hos privatpersoner och företag de senaste åren. LÄS MER

  4. 4. ESG Investing; Does it come with a Financial Sacrifice?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Charlie Tenggren; Jesper Carlsson; [2021]
    Nyckelord :ESG; Mutual funds; Portfolio theory; Risk-adjusted performance; Investment risk; Business and Economics;

    Sammanfattning : Sustainability issues have been a growing concern in recent years, and as a consequence, the demand for sustainable investments has drastically increased. When considering sustainable investments, common factors taken into account are Environmental, Social, and Governance aspects referred to as ESG. LÄS MER

  5. 5. "Våga släppa taget" : Det osäkra och det oväntade som potensial i bildundervisning.

    Master-uppsats, Malmö universitet/Malmö högskola/Fakulteten för lärande och samhälle (LS)

    Författare :Helena Malm; [2021]
    Nyckelord :art-based education; risk-taking; site-specific design; visual arts education; teacher education; visual ethnographic documentation; visual semiotics;

    Sammanfattning : Abstract My objective with this master's thesis is to contribute development both to the education for art-teachers and to art education primary and secondary school.     This master thesis discusses three students’ different art-based processes in a visual project about sustainable site-specific design. LÄS MER