Essays about: "Asset Performance Management"

Showing result 21 - 25 of 98 essays containing the words Asset Performance Management.

1. 21. Option Modelling by Deep Learning

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Niclas Klausson; Victor Tisell; [2021-02-10]
   Keywords : Deep learning; deep hedging; generative adversial networks; arbitrage pricing;

   Abstract : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. READ MORE

3. 22. Considering Tail Events in Hedge Fund Portfolio Optimization

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Josefin Bladh; Holm Greta; [2021]
   Keywords : Portfolio Optimization; Hedge Funds; Tail Events; Mean-CVaR;

   Abstract : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. READ MORE

4. 23. Towards Circular Economy : Technoeconomic assessment of second-life EV batteries for energy storage applications in public buildings

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

   Author : Maria Gris Trillo; [2021]
   Keywords : ;

   Abstract : With the accelerated tendency of renewable energy penetration in the electricity grid, energy storage becomes a crucial asset for matching generation and demand. The growth of energy storage systems requires adequate new policies and regulatory frameworks. READ MORE

5. 24. Real Estate Tokenizing : Blockchain Technology in Real Estate

   University essay from KTH/Fastigheter och byggande

   Author : Johannes Wåhlin; [2021]
   Keywords : real estate tokenizing; blockchain; smart contracts; liquidity; fastighetstransaktioner; blockchain; smarta kontrakt; likviditet;

   Abstract : Real estate assets are often considered as illiquid due to capital and transaction barriers. As a response, real estate tokenizing is a rising phenomenon. READ MORE

6. 25. The Black-Litterman Asset Allocation Model - An Empirical Analysis of Its Practical Use

   University essay from KTH/Matematik (Avd.)

   Author : Hampus Ernstsson; Max Börjes Liljesvan; [2021]
   Keywords : Black-Litterman model; asset allocation; portfolio optimization; investor views; portfolio management; Black-Litterman model; tillgångsallokering; portföljoptimering; investerarens förväntade avkastningar; portföljförvaltning;

   Abstract : Modern portfolio theory has its attractive characteristics of promoting diversification in a portfolio and can be seen as an easy alternative for setting optimal weights for portfolio managers. Furthermore, as portfolio managers try to beat a defined benchmark for their portfolio the Black-Litterman model allows them to include their own prospects on the future return of markets and securities. READ MORE