Essays about: "Asset allocation policy"

Showing result 6 - 10 of 11 essays containing the words Asset allocation policy.

  1. 6. Asset Allocation within Swedish Mutual Funds: The Contribution to Portfolio Performance

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Daniel Vestergren; Robert Redin; [2009]
    Keywords : Asset allocation; return-based style analysis; mutual fund performance;

    Abstract : The purpose of this paper is to follow in the tracks of the Brinson et al (1986, 1991) and the Ibbotson and Kaplan (2000) studies and investigate the importance of asset allocation to mutual fund performance and the variation of the same. We have chosen to study 46 Swedish balanced mutual funds over a five year period, the time period was chosen as to balance between a long enough time period and large enough sample. READ MORE

  3. 7. Container Terminal Operations Modeling through Multi agent based Simulation

    University essay from Blekinge Tekniska Högskola/Sektionen för datavetenskap och kommunikation

    Author : Yasir Ayub; Usman Faruki; [2009]
    Keywords : CT Operations; Berth allocation; QC allocation; Transport management; YC allocation; Simulation;

    Abstract : This thesis aims to propose a multi-agent based hierarchical model for the operations of container terminals. We have divided our model into four key agents that are involved in each sub processes. The proposed agent allocation policies are recommended for different situations that may occur at a container terminal. READ MORE

  4. 8. The Perfect Portfolio

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Daniel Bertland; [2008]
    Keywords : asset allocation; Black-Litterman; Markowitz; Portfolio; Real Estate; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : Nowadays investors have a large number of choices of how they can invest their money. One of their biggest challenges is how to allocate their portfolio between equities, bonds and properties. It can only be shown afterwards, which was the best allocation. That is why it is so popular to look at historical mean-variance to predict the future. READ MORE

  5. 9. Asset Management of the Foundations of the City of Göteborg

    University essay from Göteborgs universitet/Graduate Business School

    Author : Krasimira Kirova; Anna Olby Aronsson; Changli Yang; [2007-07-19T16:38:26Z]
    Keywords : asset management; asset allocation; investment policy; portfolio construction;

    Abstract : The investment policy is the primary step in portfolio management because it sets the future investment guidelines. A lot of research has focused on the relative importance of the major investment decisions - target asset allocation, market timing and security selection, and their contribution to portfolio performance. READ MORE

  6. 10. Activist Funds' impact on Blue Chip Companies in Sweden : Analysing the implications on capital structure, valuation and credit rating

    University essay from IHH, Redovisning och finansiering

    Author : Johan Wahlström; Christian Karlsson; [2007]
    Keywords : Activist Funds; Venture Capital; Dividend Policy; Capital Structure; Volvo; Lindex; Skandia; Old Mutual; M A; Cevian;

    Abstract : Bakgrund: De svenska börsbolagen gör större vinster än någonsin tidigare, men har fått stor kritik för att vara för långsamma i sin vinstallokering. Företag med överkapitaliserade balansräkningar utan investeringsbehov är potentiella måltavlor för riskkapitalisternas affärsidé om finansiell effektivisering och en aggressivare kapitalstruktur. READ MORE