Essays about: "Kapitalförvaltning"

Showing result 6 - 10 of 14 essays containing the word Kapitalförvaltning.

  1. 6. Information Visualization of Assets under Management : A qualitative research study concerning decision support design for InfoVis dashboards in fund management

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Patrik Odqvist; [2020]
    Keywords : Information Visualization InfoVis ; Business Intelligence BI ; Decision Support Systems DSS ; Decision Support Design; Human Computer Interaction;

    Abstract : Information visualization dashboards are a widely used supportive tool in decision making. These tools can be difficult to create and utilize especially for the novice user. There is an extensive collection of company related data for decision making, resulting in a need of assistive tools. READ MORE

  3. 7. Distributional Dynamics of Fama-French Factors in European Markets

    University essay from KTH/Matematisk statistik

    Author : Wilmer Löfgren; [2020]
    Keywords : Fama-French factors; NGARCH; Copula; Value-at-Risk; Risk model evaluation; Fama-French-faktorer; NGARCH; Copula; Value-at-Risk; Utvärdering av riskmodeller;

    Abstract : The three-factor model of Fama and French has proved to be a seminal contribution to asset pricing theory, and was recently extended to include two more factors, yielding the Fama-French five-factor model. Other proposed augmentations of the three-factor model includes the introduction of a momentum factor by Carthart. READ MORE

  4. 8. ASSET-LIABILITY MANAGEMENT FROM THE PERSPECTIVE OF A PENSION FOUNDATION : SIMULATION AND EVALUATION OF INVESTMENT- AND PORTFOLIO SELECTION STRATEGIES

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

    Author : Jean-Pierre Kayal; Martin Norberg; [2020]
    Keywords : Investment strategies; Portfolio Selection Strategies; Pension Foundation;

    Abstract : Asset Liability Management is a current topic where accountability of asset management is of high importance. This is a result of continuously increasing investments in the stock market globally. The globalisation exposes a big part of the different markets to the same types of risk. READ MORE

  5. 9. Digital Technology Adoption In The Context Of Asset Management : Organizational change and the impact of managers

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Lina Al Mandlawi; [2020]
    Keywords : Managerial impact; Technology Adoption; Digitalization and Asset Management.; Ledningseffekt; Teknikadoption; Digitalisering och Kapitalförvaltning.;

    Abstract : Digitalization and adaptation of technology are the current and future areas for organizations to gain efficiency within. Nevertheless, in a context where digitalization is an uprising trend, this research is needed now more than ever due to the COVID 19 Pandemic in the world. READ MORE

  6. 10. Break Point Detection for Strategic Asset Allocation

    University essay from KTH/Matematisk statistik

    Author : Erika Madebrink; [2019]
    Keywords : Strategic asset allocation; Bayesian; reversible jump; Markov chain Monte Carlo; regime switching;

    Abstract : This paper focuses on how to improve strategic asset allocation in practice. Strategic asset allocation is perhaps the most fundamental issue in portfolio management and it has been thoroughly discussed in previous research. We take our starting point in the traditional work of Markowitz within portfolio optimization. READ MORE