Essays about: "Markus Wahlgren"

Found 2 essays containing the words Markus Wahlgren.

  1. 1. Capturing Tail Risk in a Risk Budgeting Model

    University essay from KTH/Matematisk statistik

    Author : Filip Lundin; Markus Wahlgren; [2020]
    Keywords : ;

    Abstract : Risk budgeting, in contrast to conventional portfolio management strategies, is all about distributing the risk between holdings in a portfolio. The risk in risk budgeting is traditionally measured in terms of volatility and a Gaussian distribution is commonly utilized for modeling return data. READ MORE

  3. 2. What are the main factors affecting movie profitability?

    University essay from KTH/Matematisk statistik

    Author : Karl Wallström; Markus Wahlgren; [2018]
    Keywords : ;

    Abstract : This thesis consists of two parts which both focus on the profitability of movies with a theatrical release. The first part has examined if it is possible to create a model for predicting and understanding the profitability of movies. Factors that influence the profitability have also been identified. READ MORE