Essays about: "management model portfolio"

Showing result 1 - 5 of 165 essays containing the words management model portfolio.

  1. 1. Analysing the effects of 24/7 Carbon-free Energy procurement strategies on the electricity system : Case Study of commercial and industrial sector in the Netherlands

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : NINA JABŁOŃSKA; [2023]
    Keywords : 24 7 Carbon-free Energy; carbon accounting; corporate electricity procurement; Energy Attribute Certificates; hourly matching; the Netherlands.; 24 7 kolfri energi; koldioxidredovisning; företagens elupphandling; energiattributcertifikat; timmatchning; Nederländerna.;

    Abstract : Considering the growing importance of the electricity sector in the worldwide decarbonisation efforts, as well as large volumes of energy consumed by the commercial and industrial (C&I) sector, corporate power procurement is found to be a significant contributor to building a net zero economy. Within this topic, hourly matching of carbon-free electricity supply with demand, or 24/7 Carbon-free Energy (24/7 CFE), is identified as a next-generation power procurement framework, with growing interest from a wide range of stakeholders in the energy sector and benefits backed by robust research evidence. READ MORE

  3. 2. Comply or Die: A Study of ESG Factor Returns and Volatility in the Nordic Countries from 2016 to 2022

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Jean-Philippe Chakbazof; Amitesh Raghav; [2023]
    Keywords : ESG Factor; Nordic Compass; Fama Macbeth; Volatility Management; ESG Portfolio;

    Abstract : Using corporate environmental, social and governance (ESG) reporting data from 611 publicly traded firms in the Swedish House of Finance's Nordic Compass database, we estimate stock return and volatility exposures to an ESG factor during the period 2016-2022 in the Nordics. Using a Fama-Macbeth methodology, we find that during this time in the Nordic Countries exposure to an ESG factor is compensated with a risk premium and a volatility reduction in a Fama French 4 Factor model. READ MORE

  4. 3. Develop a Process for the Selection of New Continuous Improvement Projects : A case study of the prioritization of Lean Six-Sigmain the quality management team in an assembly industry through the AHP method

    University essay from Mälardalens universitet/Akademin för innovation, design och teknik

    Author : Roopa Attibele Prakash; Adeleh Edalati; [2023]
    Keywords : CI Projects; MCDM methods; AHP; FMEA; Project Prioritization;

    Abstract : The research focuses on the selection and prioritization of Continuous Improvement (CI)projects in organizations. This study emphasizes the importance of recognizing appropriatecriteria for selecting projects that align with an organization's needs, skills, and goals. READ MORE

  5. 4. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    University essay from KTH/Matematik (Avd.)

    Author : Magnus Borg; Lucas Ternqvist; [2023]
    Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

  6. 5. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU

    University essay from Umeå universitet/Företagsekonomi

    Author : Karl Nilsson; Tanyue Zheng; [2023]
    Keywords : macroeconomic factors; asset classes; diversification strategies; portfolio management; institutional qualities;

    Abstract : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. READ MORE