Essays about: "Erik Bröte"
Found 2 essays containing the words Erik Bröte.
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1. Duration-Weighted Carbon Footprint Metrics and Carbon Risk Factor for Credit Portfolios
University essay from KTH/Matematisk statistikAbstract : Current standard carbon footprint metrics attribute responsibility for a firm’s green house gas (GHG) emitting activities equally between an entity’s equity and debt. This study introduces a set of novel duration-weighted metrics which take into consideration the length of financing provided. READ MORE
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2. Implementation of mean-variance and tail optimization based portfolio choice on risky assets
University essay from KTH/Skolan för teknikvetenskap (SCI)Abstract : An asset manager's goal is to provide a high return relative the risk taken, and thus faces the challenge of how to choose an optimal portfolio. Many mathematical methods have been developed to achieve a good balance between these attributes and using di erent risk measures. READ MORE