Essays about: "Carlos Junior Lopez Vydrin"
Found 2 essays containing the words Carlos Junior Lopez Vydrin.
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1. Forecasting High Yield Corporate Bond Industry Excess Return
University essay from KTH/Matematisk statistikAbstract : In this thesis, we apply unsupervised and supervised statistical learning methods on the high-yield corporate bond market with the goal of predicting its future excess return. We analyse the excess return of industry based indices of high-yield corporate bonds belonging to the Chemical, Metals, Paper, Building Materials, Packaging, Telecom, and Electric Utility industry. READ MORE
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2. High Yield Corporate Bond Portfolio Optimization
University essay from KTH/Optimeringslära och systemteoriAbstract : The fixed maturity, cash flow and risk characteristics of high-yield corporate bonds distinguish them from equities and complicate a direct application of well established optimization techniques such as Markowitz's mean-variance model and Sharpe ratio maximization. This can partly explain why qualitative methods constitute the dominant design in the portfolio selection process of high-yield corporate bonds. READ MORE