Essays about: "thesis on portfolio strategies"

Showing result 21 - 25 of 108 essays containing the words thesis on portfolio strategies.

1. 21. Fundamental Indexation Smart Beta Strategy on the Swedish Market- Enhancing risk-adjusted performance with Fundamental Indexation

   University essay from Göteborgs universitet/Graduate School

   Author : Tommy Saliba; Philip Thulin; [2021-06-30]
   Keywords : Smart Beta; Fundamental Indexation; CAPM; EMH; Value; Quality; Momentum; Low Volatility; Factor Investing;

   Abstract : Smart Beta strategies’ ability to combine the benefits of active- and passive investing has caught the attention of the Asset Management industry – propelling a surge in new Smart Beta products. These strategies offer a novel approach to factor investing by not weighting assets according to the typical cap-weighting scheme, instead applying weighting methods such as fundamental indexation, yielding a new dimension to factor-oriented strategies. READ MORE

3. 22. Volatility Managing Strategy - A Strategy for Mitigating Risk and Stabilizing Risk-adjusted Return

   University essay from KTH/Matematisk statistik

   Author : Sara Barwary; Hanna Lind; [2021]
   Keywords : ARCH; EGARCH; GARCH; GJR-GARCH; Return; Risk; Volatility; Volatility Managing Strategy; ARCH; EGARCH; GARCH; GJR-GARCH; Avkastning; Risk; Volatilitet; Volatilitetshanterande strategi;

   Abstract : Volatility managing strategies have gained attention over the last few years due to theiralleged ability to increase portfolio return and mitigate risk. This thesis examines the performance and risk of a portfolio using such a strategy on the Swedish equity market. The strategy is dependent on the forecasting of volatility. READ MORE

4. 23. Achieving a strategically aligned project portfolio : A case study on the Project Portfolio Management activities of selecting projects and allocating resources in a matrix organisation

   University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

   Author : Fredrik Lundell; Victor Roxlin; [2021]
   Keywords : Project portfolio management; PPM; portfolio alignment to strategy; selecting projects; allocating resources; matrix organisation; qualitative case study.;

   Abstract : Project portfolio management (PPM) is considered a central part for achieving intended strategies for organisations. However, only a percentage of strategies are actually realised, and whilst much previous research has focused on the formulation of strategies, less has been directed towards the realisation. READ MORE

5. 24. Strategies for mitigating foreign exchange risk

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Fredrik Bergman; Markus Rosén; [2021]
   Keywords : FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

   Abstract : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. READ MORE

6. 25. Applying Treynor-Black Model with AP7 Såfa in the Swedish Premium Pension System : To choose between active and passive portfolio management

   University essay from Karlstads universitet/Handelshögskolan (from 2013)

   Author : Albin Tyllgren; [2021]
   Keywords : Index Funds; Mutual Funds; Premium Pension System; Treynor-Black Model;

   Abstract : Background: Since 1998 Sweden has individual accounts as a part of both public and occupational schemes (Sundén 2006). Yearly, 2,5% of the pensionable income is set aside to the premium pension (The Swedish Pension Agency 2021) Individuals are able to choose how the premiums should be paid in the system and in what way the money should be invested, either by choosing from the fund market or by refraining from making an active choice and instead let the Swedish pension agency management their money in the passive alternative called AP7 Såfa. READ MORE