Essays about: "Markus Wahlgren"
Found 2 essays containing the words Markus Wahlgren.
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1. Capturing Tail Risk in a Risk Budgeting Model
University essay from KTH/Matematisk statistikAbstract : Risk budgeting, in contrast to conventional portfolio management strategies, is all about distributing the risk between holdings in a portfolio. The risk in risk budgeting is traditionally measured in terms of volatility and a Gaussian distribution is commonly utilized for modeling return data. READ MORE
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2. What are the main factors affecting movie profitability?
University essay from KTH/Matematisk statistikAbstract : This thesis consists of two parts which both focus on the profitability of movies with a theatrical release. The first part has examined if it is possible to create a model for predicting and understanding the profitability of movies. Factors that influence the profitability have also been identified. READ MORE