Essays about: "Fund choice"

Showing result 21 - 25 of 36 essays containing the words Fund choice.

  1. 21. Implementation of mean-variance and tail optimization based portfolio choice on risky assets

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Younes Djehiche; Erik Bröte; [2016]
    Keywords : Markowitz mean-variance; Tail optimization; Portfolio optimization; Efficient frontier; Value-at-Risk; t-copula;

    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

  3. 22. A study of the different views of the financial gap issues for university spin-offs

    University essay from Lunds universitet/CIRCLE

    Author : Carl-Fredrik Hårsmar; Nils Åsheim; [2014]
    Keywords : financial gap; technology transfer; technology transfer office; venture capital; university spin-offs; Business and Economics;

    Abstract : Stimulation of innovation is a hot topic around the world. The developed economies are nowadays significantly dependent on innovation for further growth. One central source of innovation is universities and their ability to turn new knowledge into value-adding innovations. READ MORE

  4. 23. How to Invest the Swedish Occupational Pension - Are there any simple and easily applicable pension investment strategies generating better alphas than the Default Options do?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Axel Malgerud; Philip Stenholm; [2014]
    Keywords : Occupational Pension; PPM; Carhart; Fama-French; Alpha;

    Abstract : During the last couple of years the Swedish Occupational Pension plan has gone through some alterations. Today the risk of future wealth lies with each individual and how to invest the pension contribution is a major decision for every Swede. READ MORE

  5. 24. Closing Time Effects on Derivative Pricing and Risk Measurement

    University essay from Lunds universitet/Matematisk statistik

    Author : Andreas Melin; [2014]
    Keywords : Mathematics and Statistics;

    Abstract : Risk measures such as Value at Risk are highly dependent on a sample of daily returns. The daily return can be measured in different intervals and this thesis examines how the choice of the daily return interval affects derivative pricing, risk measures, fund performance and products with collateral agreements. READ MORE

  6. 25. Heterogeneity of U.S. Household Labor Income: Evidence from Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Zhixue Su; [2014]
    Keywords : Labor Income Process; Heterogeneity; Optimal Portfolio Choice; Beta Decile Index Portfolio; Sector Index Portfolio;

    Abstract : The thesis is aimed to have a deeper understanding of heterogeneity of household labor income process across different educational levels and industrial categories. I utilize a fixed-effect model and risk decomposition methodology to analyze the differences of risk profile of labor income innovations and the correlation between labor income process and stock portfolio returns. READ MORE