Essays about: "Mathematics and Statistics managers"

Showing result 1 - 5 of 10 essays containing the words Mathematics and Statistics managers.

  1. 1. Covariance Matrix Regularization for Portfolio Selection: Achieving Desired Risk

    University essay from Lunds universitet/Matematisk statistik

    Author : Manu Upadhyaya; [2020]
    Keywords : covariance matrix; portfolio selection; risk; Mathematics and Statistics;

    Abstract : The modus operandi of most asset managers is to promise clients an annual risk target, where risk is measured by realized standard deviation of portfolio returns. Moreover, Markowitz (1952) portfolio selection requires an estimate of the covariance matrix of the returns of the financial instruments under consideration. READ MORE

  3. 2. Are GARCH models necessary for Expected Shortfall?

    University essay from Lunds universitet/Statistiska institutionen

    Author : Erik Berggren; [2017]
    Keywords : Forecasting; Backtesting; Value at Risk; Expected Shortfall; GARCH models; Mathematics and Statistics;

    Abstract : Following the Basel Committee on Banking Supervision’s decision to move from Value at Risk to Expected Shortfall, risk managers will have to alter their methods for reporting risk. This paper sheds light on the question of which volatility models and distributional assumptions that works best for this new method of risk measurement by evaluating forecasts for the Swedish index OMXS30. READ MORE

  4. 3. Analysing Customer Behaviour in the FX Market Using Order Flow Data and Machine Learning Techniques

    University essay from Lunds universitet/Matematisk statistik

    Author : Lovisa Thordin; [2015]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis has two main objectives related to trading foreign currencies. First, it is investigated how the customer order ow of Nordea is related to currency price changes. Second, the goal is to nd a new way of grouping customers that can give additional insights in the trading behaviour of dierent customers. READ MORE

  5. 4. Customer Satisfaction in the Higher Education Industry

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Ann-Christin Fischer; Punyasooree Suwunphong; [2015]
    Keywords : customer satisfaction; service quality; service marketing; international stu- dents; higher education; culture shock; Mathematics and Statistics;

    Abstract : Abstract Introduction: Understanding customer satisfaction is a central objective of organiza- tions. Besides, satisfaction is an indicator of how customers perceive the quality of an offered product or service. READ MORE

  6. 5. Alumner från SLU, Skogsmästarskolan säger sitt

    University essay from SLU/School for Forest Management

    Author : Jens Vidmark; [2011]
    Keywords : Skogsmästarprogrammet; Programutvärdering; Yrkesrelevans;

    Abstract : The purpose of this study is to investigate the forest managers view of the edu-cation at the School for Forest management at SLU and the first years of em-ployment. Surveys were sent to batches 05/08, 06/09 and 07/10 a total of 136 question-naires were sent out. READ MORE