Essays about: "Portfolio management"

Showing result 1 - 5 of 221 essays containing the words Portfolio management.

  1. 1. Talent Identification and Talent Selection of International Software Competencies within Multinational Automotive Corporations

    University essay from Göteborgs universitet/Graduate School

    Author : Therese Eliasson Wilsgaard; Alexandra Walker; [2017-07-27]
    Keywords : Global talent management; talent identification; talent selection; international software competencies; HR practitioners; digitalization of the automotive industry;

    Abstract : MSc in International Business and Trade.... READ MORE

  2. 2. Application of the Kelly Criterion on a Self-Financing Trading Portfolio -An empirical study on the Swedish stock market from 2005-2015

    University essay from

    Author : Oskar Markusson; Emil Ohlsson; [2017-07-05]
    Keywords : Kelly Strategy; Portfolio Money Management; Abnormal Returns; Swedish Equities; Geometric Mean Maximization; Kelly Criterio;

    Abstract : A Kelly strategy theoretically optimizes the growth rate of investor’s capital. This paper evaluates its usefulness on the Swedish stock market between 2005 and 2015 by comparing returns to that of common portfolio strategies and a market index. READ MORE

  3. 3. Actively Managed Investments : A comparison of US hedge and equity mutual funds

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi; Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Erik Andrén; Oskar Fors; [2017]
    Keywords : Equity mutual funds; Hedge funds; Sortino ratio; Sharpe ratio; Fama-French three-factor model;

    Abstract : Over the past years, the total assets under management among hedge funds and equity mutual fundshave increased significantly. The question from an investor point of view iswhich investment vehicle can provide the greatest return adjusted for risk. READ MORE

  4. 4. What is all the fuzz about? A FMCG brand portfolio case study of formalisation in the front end of innovation

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : My Magnusson; Mink Kempen; [2017]
    Keywords : Decision Making; Formalisation; Front End of Innovation; Funnelling; New Product Development; Project Portfolio Management; Project Portfolio Objectives.; Business and Economics;

    Abstract : Title: What is all the fuzz about? A FMCG brand portfolio case study of formalisation in the Front End of Innovation. Date of the seminar: 23 May 2017 Course: ENTN39 Master ́s Corporate Entrepreneurship and Innovation Internship and degree project (Master ́s thesis 15 ECTS) Authors: Mink Kempen and My Magnusson Supervisor: Joakim Winborg Examiner: Ass. READ MORE

  5. 5. Conditional Value-at-Risk targeted portfolio optimisation

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dennis Gill; Tim Herzig; [2017]
    Keywords : Conditional Value-at-Risk; Value-at-Risk; Coherent Risk Measures; Portfolio Optimisation; Monte Carlo Simulation;

    Abstract : New financial regulations have constantly forced market participants to adapt to changing rules. Recent regulatory iterations require them to focus on tail risk in portfolios of financial assets. One metric to quantify tail risk in portfolios is the Conditional Value-at-Risk (cVaR). READ MORE