Essays about: "Stock allocation"

Showing result 1 - 5 of 71 essays containing the words Stock allocation.

  1. 1. Optimization of the Supply Chain Network design by using scenario planning to build resilience.

    University essay from Göteborgs universitet/Graduate School

    Author : Alexander Santos Collantes Taqueda; Johan Vinge; [2023-07-03]
    Keywords : ;

    Abstract : Different geopolitical tensions, economic upheavals and operational instability make the logistics network challenging to manage against disruptions. These events can make the network see an escalation in cost and resources needed, and the time to recover from these disruptions and stabilize the network. READ MORE

  3. 2. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Axel Koch; [2023]
    Keywords : Financial asset allocation; Risk-averse; risk-neutral risk-preference; economic uncertainty; Market fluctuations; Expected utility theory.;

    Abstract : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. READ MORE

  4. 3. Robust Portfolio Optimization

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Anna Mårtensson; Edith Frisk Gärtner; [2023]
    Keywords : Mathematics; Optimization and Systems Theory;

    Abstract : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. READ MORE

  5. 4. Stochastic Portfolio Optimization

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alexander Tedestedt; Tobias Eriksson; [2023]
    Keywords : stochastic; portfolio; optimization;

    Abstract : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. READ MORE

  6. 5. RBC with Endogenous Health

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Linnéa Ekberg; Rasmus Grehn; [2023]
    Keywords : Business cycle; Health; Health investment; Time allocation;

    Abstract : The purpose of this paper is to contribute to the limited literature on RBC models with endogenous health accumulation. To this end, we develop an infinitely lived agent model with endogenous health, productivity shocks, and health shocks. Health is conceptualized as a capital stock in accordance with the Grossman model. READ MORE