Essays about: "Cash Allocation"

Showing result 1 - 5 of 21 essays containing the words Cash Allocation.

  1. 1. Optimal Time-Varying Cash Allocation

    University essay from KTH/Matematisk statistik

    Author : David Olanders; [2020]
    Keywords : Statistics; Applied Mathematics; Optimization; Cash Allocation; Network Theory; Mixed Integer Linear Program; Transaction Costs; Branch-and-Cut; Statistik; tillämpad matematik; optimering; kapitalallokering; nätverksteori; Mixed Integer Linear Program; transaktionskostnader; Branch-and-Cut;

    Abstract : A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. READ MORE

  2. 2. Online intra-day portfolio optimization using regime based models

    University essay from Lunds universitet/Matematisk statistik

    Author : Sara Hafström Fremlin; [2019]
    Keywords : Multi-period portfolio selection; Model predictive control; Hidden Markov model; Mathematics and Statistics;

    Abstract : In this thesis model predictive control (MPC) is used to dynamically optimize a portfolio where the data is sampled every 5 minutes. Previous research has shown how MPC optimization applied to daily sampled financial data can generate a portfolio that exceeds the value of standard portfolio strategies such as Strategic asset allocation. READ MORE

  3. 3. Do appropriations stimulate investments? A study of the relationship between appropriations and investments

    University essay from Umeå universitet/Företagsekonomi; Umeå universitet/Företagsekonomi

    Author : Göran von Essen; Oscar Rosdahl; [2019]
    Keywords : ;

    Abstract : Investments are necessary for firms in order to stay competitive and grow(Klammer et al., 1991). For funding investments retained earnings have shown to be important in the Scandinavian context (Eklund, 2010), hence an improved cash flow to fund investments would be of importance. By deferring taxes cash flow could be improved. READ MORE

  4. 4. Investment Performance, Importance of Cash Levels, and Descriptive Company Statistics for U.S. Buybacks

    University essay from Göteborgs universitet/Graduate School

    Author : Alfred Kerstis; [2018-07-04]
    Keywords : Buybacks; buy-and-hold returns; excess cash;

    Abstract : MSc in Finance.... READ MORE

  5. 5. 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