Essays about: "Portfolio management"

Showing result 1 - 5 of 198 essays containing the words Portfolio management.

  1. 1. 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

  2. 2. 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

  3. 3. 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

  4. 4. 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

  5. 5. A framework for modeling the liquidity and interest rate risk of demand deposits

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Peter Henningsson; Christina Skoglund; [2016]
    Keywords : Non-maturing liabilities; Liquidity risk; Interest rate risk; Vasicek short rate model; Deposit volume modeling; Deposit rate modeling; Valuation of demand deposits;

    Abstract : The objective of this report is to carry out a pre-study and develop a framework for how the liquidity and interest rate risk of a bank's demand deposits can be modeled. This is done by first calibrating a Vasicek short rate model and then deriving models for the bank's deposit volume and deposit rate using multiple regression. READ MORE