Essays about: "Portfolio management"

Showing result 16 - 20 of 415 essays containing the words Portfolio management.

  1. 16. The power of purpose: How ESG subcategories drive financial performance : A comprehensive analysis using the Fama-French Five-Factor model

    University essay from Linnéuniversitetet/Institutionen för management (MAN)

    Author : Oscar Johnsson; Elias Henriksson; [2023]
    Keywords : ESG score; ESG-subcategories; Fama-French five-factor model; corporate social responsibility; Sharpe ratio;

    Abstract : ESG investing is a hot subject in today’s world with socially responsible investments under management reaching 35.3 trillion in the beginning of 2020. Corporations today are highly affected by social and government pressure to take on corporate social responsibility. READ MORE

  3. 17. The Power of the Tides : A Quantitative Study Investigating the Momentum Strategy with 30 Industries

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Oscar Estéen; Jonathan Landahl; Hugo Karlsson; [2023]
    Keywords : Momentum strategy; industry momentum; risk management; market anomalies; momentum investing; portfolio management;

    Abstract : Background: Buying past winners and selling past losers has historically generated both profits and losses. The momentum strategy has been researched with risk measures and portfolio creation as fundamental components. READ MORE

  4. 18. The ESG Power of the Board Seat - Comparative case studies of how private equity firms implement ESG strategies within their portfolio companies and manage them through the use of control systems

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Sanna Sabir; Jonatan Persson; [2023]
    Keywords : Private Equity; ESG; Management Control Systems; Levers of Control;

    Abstract : This thesis aims to investigate how private equity firms use control systems to implement ESG-focused business activities within their portfolio companies. The chosen method was comparative case studies, with interviews and documents from two private equity firms. READ MORE

  5. 19. Simulation Based Methods for Credit Risk Management in Payment Service Provider Portfolios

    University essay from KTH/Matematik (Avd.)

    Author : Knut Dahlström; Carl Forssbeck; [2023]
    Keywords : Credit Risk; Monte Carlo simulation; Importance Sampling; Merton; Kreditrisk; Monte Carlo simulation; Importance Sampling; Merton;

    Abstract : Payment service providers have unique credit portfolios with different characteristics than many other credit providers. It is therefore important to study if common credit risk estimation methods are applicable to their setting. READ MORE

  6. 20. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach

    University essay from KTH/Matematik (Avd.)

    Author : Sebastian Persson; Niklas Hansson; [2023]
    Keywords : Nuclear asset management; Risk-informed asset management; Portfolio optimization; Project selection; Knapsack problem; Monte Carlo simulation; Conditional Value at Risk; Tillgångsförvaltning; Riskinformerad tillgångsförvaltning; Portföljoptimering; Projekturval; Kappsäcksproblem; Monte Carlo simulering; Conditional Value at Risk;

    Abstract : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. READ MORE