Essays about: "Rehnman"

Found 3 essays containing the word Rehnman.

1. 1. Application of Mean Absolute Deviation Optimization in Portfolio Management

   University essay from KTH/Matematisk statistik

   Author : Gustav Rehnman; Nils Tesch; [2018]
   Keywords : Portfolio Theory; Linear Programming; Mean Absolute Deviation; Black-Litterman; Portföljteori; Linjär Programmering; Mean Absolute Deviation; Black-Litterman.;

   Abstract : This thesis is an implementation project of a portfolio optimization model, with the purpose of creating a decision support tool. It aims to provide quantitative input to the portfolio construction process at Handelsbanken Fonder, by applying Konno & Yamazaki’s Mean Absolute Deviation method, with a Feinstein & Thapa modification. READ MORE

3. 2. Analysis of Student Loan Asset-Backed Securities : Construction of a Valuation Model using a Trinomial Interest Rate Tree

   University essay from KTH/Matematisk statistik

   Author : Gustav Rehnman; Ted Tigerschiöld; [2016]
   Keywords : ;

   Abstract : Student debt in the U.S has grown rapidly over the last decades. A common practice among lenders is to pool the loans into securities that are sold off and traded between institutional investors. Since these securities have no market price this thesis aims to develop a valuation model. READ MORE

4. 3. Enkätundersökning till medlemmar i Västra Värmland och Dals Skogsägareförening

   University essay from SLU/School for Forest Management

   Author : Jacob Rehnman; [2014]
   Keywords : skogsägare; inspektor; virkesköp;

   Abstract : On behalf has a questionnaire been conducted with the aim to find out the members opinion regarding the management of the association. The survey showed that association has a strong position locally and that the forest owners generally are satisfied with the management and the competence among the forest super visors. READ MORE