Essays about: "thesis on risk and return"

Showing result 6 - 10 of 282 essays containing the words thesis on risk and return.

  1. 6. Att vårda och bevara - Närmare om vård- och bevarandeplikten vid hyra av lös sak i kommersiella förhållanden

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Elias Vahman; [2023]
    Keywords : Förmögenhetsrätt; Civilrätt; Hyra av lös sak; Saklega; Bevarandeplikt; Vårdplikt; Avtalstyper; Law and Political Science;

    Abstract : Renting movable property is both practical and cheap. In many cases it serves as an alternative to buying. Renting has ancient origins and was previously referred to as “saklega”. Two aspect that distinguishes the rental relationship from other types of contracts is the renter’s duty of care1 and the owner’s duty of preservation. READ MORE

  3. 7. Sustainability Filtration and Optimization: A Stepwise Integration Approach

    University essay from KTH/Matematik (Avd.)

    Author : Soroosh Jalaei; [2023]
    Keywords : Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

    Abstract : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. READ MORE

  4. 8. 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

  5. 9. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression

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

    Author : Oskar Fransson; [2023]
    Keywords : Probability theory; Statistical inference; finance; CTA; managed futures; machine learning; statistical learning; stochastic process; sparse logistic regression; Markov Chain Monte Carlo; Hidden Markov model;

    Abstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE

  6. 10. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

    University essay from KTH/Matematik (Avd.)

    Author : Idun Cederberg; Ida Cui; [2023]
    Keywords : Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

    Abstract : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. READ MORE