Essays about: "International asset allocation"

Showing result 1 - 5 of 9 essays containing the words International asset allocation.

  1. 1. Eu State Aid Rules And Corporate Direct Tax Arrangements : An Analysis of Article 107(1) TFEU and Recent case Developments with the principle of Legality

    University essay from Uppsala universitet/Juridiska institutionen

    Author : Sharon Mame Sika Värttö; [2022]
    Keywords : State aid; Tax ruling; Tax avoidance; Hybrid arrangement; Aid recovery; Legality; Legal certainty; Selective advantage; Harmful tax competition; Transfer pricing; Arm’s length principle; Economic advantage.;

    Abstract : The European Union was devised to promote competition in the international market environment and ensure balanced allocation of fiscal and political requirements of the Member States. Globalization has led to enabling tax environments through granting of tax benefits by EU Member jurisdictions intended to promote competition in attracting foreign investment, trade, and development. READ MORE

  3. 2. Alternative Methods of Estimating Investor´s Risk Appetite

    University essay from KTH/Matematisk statistik

    Author : Felix Kuritzén; [2019]
    Keywords : Risk appetite; Riskaptit;

    Abstract : In this thesis three risk appetite indexes are derived and measured from the beginning of 2006 to the end of the first quarter in 2019. One of the risk appetite indexes relies on annualized returns and volatilities from risky and safe assets while the others relies on subjective and risk neutral probability distributions. READ MORE

  4. 3. Volatility and Contagion Effect from US and GIIPS to the Largest European Economies

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nerea Landa Vallejo; [2016]
    Keywords : contagion; GIIPS; subprime; eurozone; spillover; Business and Economics;

    Abstract : This research paper explores the nature of the mean and volatility spillovers from the US and aggregate GIIPS to the largest GDP countries for the EMU and non-EMU countries. I develop a three step univariate volatility spillover model followed by Christiansen (2007) and Ng (2000) to analyze the relevance of local (own country), regional (aggregate GIIPS) and global (US) shocks. READ MORE

  5. 4. A quantitative study of optimal asset allocation in a mean-CVaR & mean-variance framework

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Marcus Nilsson; [2014]
    Keywords : ;

    Abstract : Optimal portfolio selection has been an area of great focus ever since the inception of modern portfolio theory as proposed by Harry Markowitz. This project has applied Markowitz modern portfolio theory to an invest- ment universe created from the output of an economic scenario genera- tor. READ MORE

  6. 5. Mixed-Asset Portfolio Optimization with Private and Public Hotel Real Estate

    University essay from KTH/Fastigheter och byggande

    Author : Kwamie Williams; James Wippel; [2013]
    Keywords : Mixed-asset portfolio; modern portfolio theory; hotel; real estate; property; REIT;

    Abstract : There has been a renewed interest by international institutional investors in the US hotel property market and increased interest in Real Estate Investment Trusts. One challenge these investors face is if it is feasible to simultaneously invest in a specific property type, both privately and publicly. READ MORE