Essays about: "Alicia Ohlsson"

Found 2 essays containing the words Alicia Ohlsson.

1. 1. Beyond Roads and Railways : The emergence of Value-Add strategies in infrastructure

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Alicia Ohlsson; Filippa Larsson Nathhorst; [2022]
   Keywords : Private Equity; Infrastructure; Alternative Investment; Tampnet;

   Abstract : This thesis analyses the development of the financial infrastructure sector, as well as the underlying characteristics of infrastructure investments made by private funds. This is made through a business case, with the purpose of studying a niche sector within private capital where limited previous research exists. READ MORE

3. 2. Recurrent Neural Networks for volatility estimation - a comparative study of machine learning and traditional methods for volatility estimation

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Alicia Ohlsson; Maximilian Karlström; [2020]
   Keywords : Volatility forecasting; Recurrent Neural Network; GARCH; ARCH; Machine learning;

   Abstract : Financial decisions are largely based on a tradeoff between risk and return. While the definition of risk is not equal to volatility, it is often used as a proxy for it. Hence, volatility forecasting is of great importance and an essential part of asset pricing, portfolio optimization, and risk management. READ MORE