Essays about: "Portfolio Composition"

Showing result 1 - 5 of 29 essays containing the words Portfolio Composition.

  1. 1. Financial Strategies of Real Estate Companies in Sweden : Navigating Economic Cycles

    University essay from KTH/Fastighetsföretagande och finansiella system

    Author : Olivia Nygren; Malin Lagerholm; [2023]
    Keywords : Real Estate; Economic Downturn; Financial Strategy; Fastigheter; Konjunkturnedgång; Finansiell strategi;

    Abstract : The real estate sector has been heavily impacted by rising inflation and subsequent interest rate increases. This is placing pressure on all real estate companies with higher levels of debt. The rising interest rates are leading to increased costs and making it more challenging for these companies to refinance their loans. READ MORE

  3. 2. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gustav Sundén; [2023]
    Keywords : Inequality; Wealth; Monetary Policy; Inflation; Household Heterogeneity; Business and Economics;

    Abstract : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. READ MORE

  4. 3. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Max Thorendal; [2023]
    Keywords : ;

    Abstract : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. READ MORE

  5. 4. ESG Rating Divergence & Portfolio Consequences of Relying on a Single Rating Provider - A study conducted on companies in the Nordic region

    University essay from Jönköping University

    Author : Saga Sköld; Malin Wassberg; [2023]
    Keywords : ESG; ESG Divergence; Sustainable Finance; Portfolio Optimization; Efficient Frontier;

    Abstract : This thesis investigates how ESG ratings for Nordic companies vary between two ESG providers, and how the risk and expected return differs between two highly rated ESG portfolios according to the two providers. In doing so, we aim to contribute to research on the topic of ESG divergence as it is of great importance for investors that this subject is studied further. READ MORE

  6. 5. The Risk Profile of the Federal Reserve's System Open Market Account Holdings of Domestic Treasury Securities and its Implications for United States Taxpayers

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Linnea Rimberg; Astrid Linder; [2023]
    Keywords : Risk; Federal Reserve; System Open Market Account Holdings; Domestic Treasury Securities; Interest rate;

    Abstract : The composition of the System Open Market Account Holdings of Domestic Treasury Securities, along with its financial risks, may have implications for the funds transferred to the U.S. Treasury, potentially leading to higher taxes for American citizens. READ MORE