Essays about: "Portfolio management"

Showing result 1 - 5 of 199 essays containing the words Portfolio management.

  1. 1. The Rolling Window Method: Precisions of Financial Forecasting

    University essay from KTH/Matematisk statistik

    Author : Ludvig Hällman; [2017]
    Keywords : ;

    Abstract : In this thesis we set out to study the prediction accuracy of statistical quantities related to portfolio analysis and risk management implied by a given set of historical data. The considered forecasting procedure rely on rolling-window estimates over varying horizons where the resulting empirical return distributions can be considered the corresponding stationary distributions. READ MORE

  2. 2. The Mathematical Formulation and Practical Implementation of Markowitz 2.0

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Erick Momanyi; [2017]
    Keywords : ;

    Abstract : Standard Deviation is a commonly used risk measures in risk management and portfolio optimization. Optimal portfolios have normally been computed using standard deviation as the measure of choice for risk. READ MORE

  3. 3. Creating a Decision-Making Tool for Strategic Purchasing. A case study of SKF

    University essay from Göteborgs universitet/Graduate School

    Author : Victor Jacobson; Fredrik Peterson; [2016-10-13]
    Keywords : strategic purchasing; purchasing characteristics; purchasing supply management PSM ; purchasing portfolio management PPM ; transaction cost economics TCE ; buyersupplier relationship; multinational corporation MNC ;

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

  4. 4. Decision-Making in Portfolio Management; A qualitative case study on how Polarbröd can utilize their product portfolio and improve prioritization between projects with regard to risk and value

    University essay from Göteborgs universitet/Graduate School

    Author : Lisa Hallinger; Josefine Fager; [2016-09-27]
    Keywords : New Product Development; Portfolio Management; Decision-Making; Prioritization; Risk Assessment; Value Assessment; Food Production Industry; Bread Industry;

    Abstract : MSc in Innovation and Industrial Management.... READ MORE

  5. 5. One Instance Not a Trend: Empirical Lack of Persistence in Earnings Prediction. Revisiting the EMH in Sweden with an active fund selection framework

    University essay from Göteborgs universitet/Graduate School

    Author : Martin Hogen; Fredrik Stenkil; [2016-09-22]
    Keywords : Active Management; Active Share; Active Fundamental Performance; Efficient Market Hypothesis; EMH; Earnings Prediction; Stock Picking; Fama-French; Sharpe; Jiang Zheng; Mutual Funds; Sweden;

    Abstract : MSc in Finance.... READ MORE