Essays about: "Mean Return"

Showing result 1 - 5 of 184 essays containing the words Mean Return.

1. 1. Robust Portfolio Optimization with Correlation Penalties

   University essay from KTH/Matematisk statistik

   Author : Pelle Nydahl; [2023]
   Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

   Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

3. 2. Probabilistic Added Wave Resistance Predictions for Design of RoPax Ferries

   University essay from KTH/Lättkonstruktioner, marina system, flyg- och rymdteknik, rörelsemekanik

   Author : Jonathan Viinikka; [2023]
   Keywords : Added wave resistance in head waves; Roll-on Roll-off Passenger ferry; Probabilistic wave environment; Semi-empirical method; Adderat vågmotstånd i motsjö; Roll-on Roll-off Passagerar Fartyg; Probabilistiska vågförhållanden; Semiempiriska beräkningsmethoder;

   Abstract : This thesis investigates reasons for significant uncertainties in added wave resistance predictionsand how wave conditions can potentially affect the design of RoPax ferries. The objectiveis to find a suitable prediction method of added wave resistance for the RoPax ferry designapplication. READ MORE

4. 3. Coverage initiations : an exploratory casestudy

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

   Author : Lina Ek; Maria Karlsson Osipova; [2023]
   Keywords : Commissioned equity research; Initiation report; Event study; Abnormal return; Trading volume; Uppdragsanalys; Initieringsrapport; Eventstudie; Abnormal avkastning; Handelsvolym;

   Abstract : This master thesis is exploring the influence of coverage initiation reports issued by commissioned equity research analysts on stock prices and trading volumes. Equity research actors, with their expertise and skill, are providing the market with valuable information and filling the knowledge gaps that investors may have. READ MORE

5. 4. Analysing the Optimal Fund Selection and Allocation Structure of a Fund of Funds

   University essay from KTH/Matematik (Avd.)

   Author : Idun Cederberg; Ida Cui; [2023]
   Keywords : Master Thesis; Financial Mathematics; Fund of Funds; Portfolio Optimization; Mean Variance Optimization; Masterexamensarbete; finansiell matematik; fond i fond; portföljoptimering; modern portföljteori;

   Abstract : This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should be, in order to outperform the Swedish SIX Portfolio Return Index. READ MORE

6. 5. Engagement Evaluation of Content of an Internet-based Cognitive Behavioral Therapy (iCBT) Mobile Application: An Observational, Quantitative Study of Usage Data

   University essay from Stockholms universitet/Institutionen för data- och systemvetenskap

   Author : Diego Civera; [2023]
   Keywords : Engagement; CBT; internet-based Cognitive Behavioral Therapy; Analytics; Feasibility; Adherence;

   Abstract : Background: Digital mental health interventions (DMHI) hold promise for addressing mental health needs on a large scale. Among these interventions, Internet-based Cognitive Behavioral Therapy (iCBT) has proven effective in tackling various mental health issues. READ MORE