Essays about: "Karin Hahn"

Found 1 essay containing the words Karin Hahn.

  1. 1. Modelling Risk in Real-Life Multi-Asset Portfolios

    University essay from KTH/Matematik (Avd.)

    Author : Karin Hahn; Axel Backlund; [2023]
    Keywords : Risk modelling; multi-asset portfolios; risk factor models; time series analysis; regression; Riskmodellering; finansiella portföljer; riskfaktormodeller; tidsserieanalys; regression;

    Abstract : We develop a risk factor model based on data from a large number of portfolios spanning multiple asset classes. The risk factors are selected based on economic theory through an analysis of the asset holdings, as well as statistical tests. READ MORE