Essays about: "portfolio balancing"

Showing result 1 - 5 of 15 essays containing the words portfolio balancing.

  1. 1. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Benjamin Javidi; Malin Larsson; [2023-08-25]
    Keywords : Capital Asset Pricing Model CAPM ; Fama-French three-factor model; ESG; Sharpe ratio; OLS Regression Analysis; Modern Portfolio Theory;

    Abstract : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. READ MORE

  3. 2. Implementing Strategy through PPM in an Internal Development Department

    University essay from Linköpings universitet/Projekt, innovationer och entreprenörskap

    Author : Simon Millard; [2023]
    Keywords : project portfolio management; project management; portfolio management; PPM; PBO; PMO; PMI; PM; SPM; project based organization; strategy; portfolio strategy; project portfolio structuring; portfolio structuring framework; resource allocation; matrix organization; strategic effectiveness; strategic alignment; aggregate planning; project evaluation; portfolio prioritization; project prioritization; prioritization method; portfolio selection; project selection; portfolio balancing; project scoring; portfolio budgeting; portfolio roadmap; project screening; projektportfölj; projekt portfölj; projekt-portfölj; portföljhantering; projektorganisation; projekt organisation; resursallokering;

    Abstract : The focus of strategy research has long revolved around strategy formulation rather thanstrategy implementation, despite the evidence indicating that intended strategies are rarelyachieved. Project portfolio management, PPM, assumes a crucial role in enabling strategyimplementation and can be regarded as a representation of the organization's actual pursuedstrategy. READ MORE

  4. 3. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Max Thorendal; [2023]
    Keywords : ;

    Abstract : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. READ MORE

  5. 4. 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

  6. 5. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Max Ehn; Marcus Jämte; [2023]
    Keywords : Optimal portfolio re-balancing; optimal liquidation; minimize transaction costs; trading-volume estimation; stochastic optimization; Financial mathematics; tracking error; execution strategies; opportunity costs; liquidation costs; applied mathematics; PRIIP regulation; Swing-pricing;

    Abstract : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. READ MORE