Essays about: "Modern portföljteori MPT"
Found 3 essays containing the words Modern portföljteori MPT.
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1. Sustainability Filtration and Optimization: A Stepwise Integration Approach
University essay from KTH/Matematik (Avd.)Abstract : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. READ MORE
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2. Market frictions effect on optimal real estate allocation in a multi-asset portfolio : A study of the Swedish market
University essay from KTH/Fastigheter och byggandeAbstract : The weight of real estate in a multi-asset portfolio is a highly discussed matter and the main purpose for every investor is to reach an optimal diversification. The aim of the thesis is to apply a new allocation model, which considers market imperfections characterized by real estate. READ MORE
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3. Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset Allocation
University essay from KTH/Matematisk statistikAbstract : The financial markets have a complex structure and the modelling techniques have recently been more and more complicated. So for a portfolio manager it is very important to find better and more sophisticated modelling techniques especially after the 2007-2008 banking crisis. READ MORE