Essays about: "matlab portfolio"

Showing result 1 - 5 of 13 essays containing the words matlab portfolio.

1. 1. Investigation of portfolio strategies by means of simulation

   University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

   Author : Alexander Schälin; [2022-07-01]
   Keywords : Constant proportion portfolio insurance; Option based portfolio insurance; Irrational fraction brownian motion; Constant elasticity of variance; Ho-Lee; Black- Derman-Toy;

   Abstract : Portfolio insurance strategies are constructed to limit an investors loss but still reward them when the market goes up. In this thesis we compare two portfolio insurance strategies, Constant proportion portfolio insurance (CPPI) and Option based portfolio insurance. READ MORE

3. 2. Virtual Power Plant Contributing to Primary Frequency Containment Using Demand Response - A case study of a commercial building

   University essay from Lunds universitet/Industriell elektroteknik och automation

   Author : Viktor Persson; [2020]
   Keywords : Technology and Engineering;

   Abstract : The Swedish power grid is experiencing an ever-growing challenge to efficiently balance the grid. An increasing share of intermittent generation, decreased system inertia, continued electrification and more distributed energy resources result in an increasing need for flexibility. READ MORE

4. 3. Reverse Stress Test Optimization : A study on how to optimize an algorithm for reverse stress testing

   University essay from Umeå universitet/Institutionen för fysik

   Author : Sarah Marklund; [2018]
   Keywords : ;

   Abstract : In this thesis we investigate how to optimize an algorithm that determines a scenario multiplier for a reverse stress test with a method where predefined scenarios are scaled. The scenarios are composed by different risk factors that represents market events. READ MORE

5. 4. Optimizing the Nuclear Waste Fund's Profit

   University essay from Stockholms universitet/Företagsekonomiska institutionen

   Author : Zakaria Kazi-tani; André Ramirez Alvarez; [2018]
   Keywords : Nuclear Waste Fund; optimization; the Markowitz portfolio theory; strategic asset allocation; tactical asset allocation; polynomial regression; bonds; disposal; Kärnavfallsfonden; nuclear waste; the Legal; Financial and Administrative Services Agency; MATLAB;

   Abstract : The Nuclear Waste Fund constitutes a financial system that finances future costs of the management of spent nuclear fuel as well as decommissioning of nuclear power plants. The fund invests its capital under strict rules which are stipulated in the investment policy established by the board. READ MORE

6. 5. Low Loss Articulated Hauler Axle : A Conceptual Study

   University essay from Luleå tekniska universitet/Institutionen för teknikvetenskap och matematik

   Author : Patrik Andersson; Morgan Wallin; [2017]
   Keywords : articulated hauler; low loss axle; load dependent; load independent; dry sump; front bogie; conceptual study; construction equipment; efficiency;

   Abstract : Volvo Construction Equipment is highly regarded for robust products, but with an increasing competition in their market, development of the product portfolio is more important than ever. One step being carried out is to reduce losses in powertrains and increase the fuel efficiency for solutions such as articulated haulers and wheel loaders. READ MORE