Essays about: "Asset allocation policy"

Showing result 1 - 5 of 11 essays containing the words Asset allocation policy.

  1. 1. Optimizing the Nuclear Waste Fund's Profit

    University essay from Stockholms universitet/Företagsekonomiska institutionen; 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

  2. 2. Investment Opportunities for Swedish Life Insurance Companies

    University essay from KTH/Matematisk statistik

    Author : Pontus Rufelt; [2016]
    Keywords : ;

    Abstract : Since the new risk sensitive regulation Solvency II was enabled the 1st of January 2016 the European insurance companies have to review their investment strategies. Insurance companies are among the largest institutional investors in Europe holding EUR 6.7 trillion assets, thus major changes in their asset management can impact the capital markets. READ MORE

  3. 3. Asset Allocation and a Low Interest Rate Environment

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Filip Holmström; William Lundgren; [2015]
    Keywords : Aggregated mutual fund flows; Risk-shifting; Search for yield; Monetary policy; Risk-taking channel;

    Abstract : This study analyses the effect of an expansionary monetary policy on risk-taking of investors in Sweden. By studying net money flows to mutual funds in Sweden we aim to provide an explanation to what variables affect investors' asset allocation decisions and how asset allocation changes in a low interest rate environment. READ MORE

  4. 4. Impact of Asset Allocation on Insurance Companies’ Performance : A study of the European Economic Area

    University essay from Umeå universitet/Handelshögskolan vid Umeå universitet (USBE); Umeå universitet/Handelshögskolan vid Umeå universitet (USBE)

    Author : Denise Bendrich; Johan Bergström; [2015]
    Keywords : Asset allocation; Insurance; Asset allocation policy; Active asset allocation; Asset classes; Solvency; EEA;

    Abstract : Insurance companies offer business and individuals the possibility to reduce the financial impact of a risk occurring by transferring it away from themselves onto someone. For taking on risk on behalf of someone else the insurance company requires a premium from the policyholder which is pooled and invested in order to meet future obligations towards the policyholder. READ MORE

  5. 5. Weary Workers or Poor Pensioners - A Study of the Swedish Pension System

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Elin Carlsson; Josefine Sellman; [2011]
    Keywords : Pension System; Pay-As-You-Go; Balance Ratio; Demographic and Financial Factors;

    Abstract : This paper examines the stability of the Swedish pension system. Specifically, we ask how much demographic and financial factors influence the balance ratio in the Swedish pension system. Using simulations, four demographic scenarios, two policy changes and four aspects of the buffer fund are tested. READ MORE