Essays about: "Modern Portfolio Theory"
Showing result 11 - 15 of 85 essays containing the words Modern Portfolio Theory.
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11. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default
University essay from KTH/Matematik (Avd.)Abstract : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. READ MORE
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12. FEES IN SUSTAINABLE MUTUAL FUNDS : The relationship between the return on sustainable mutual funds and the total expense ratio in the U.S. and Sweden
University essay from Umeå universitet/FöretagsekonomiAbstract : This thesis investigates the relationship between the total expense ratio and the 5-year performance to last month for sustainable mutual funds registered in Sweden and the United States. The increasing amount of mutual funds and the shift towards sustainability in the society gives cause to study the relationship between the total expense ratio and the performance of sustainable mutual funds rather than conventional mutual funds. READ MORE
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13. Hierarchical Portfolio Allocation with Community Detection
University essay from KTH/Matematik (Avd.)Abstract : Traditionally, practitioners use modern portfolio theory to invest optimally. Its appeal lies in its mathematical simplicity and elegance. However, despite its beauty, the theory it is plagued with many problems, which are in combination called the Markowitz curse. READ MORE
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14. Portfolio Optimization – Bitcoin & Downside Risk
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : The purpose of this paper is to analyze how the inclusion of cryptocurrency, specifically Bitcoin, affects downside risk in a diversified portfolio. The analysis utilizes a number of performance measures and combines Modern Portfolio Theory with a Post-Modern Portfolio Theory optimization in order to evaluate different portfolios. READ MORE
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15. Impact of Transaction costs on dynamic portfolio optimizations : A comparison of active and passive investing in the realm of the Swedish stock market
University essay from Jönköping University/Internationella HandelshögskolanAbstract : A growing number of studies have been conducted in the sphere of portfolio analysis concerning different approaches for analyzing stocks and outperforming the market. Pioneers in the sphere of portfolio theory like William Sharpe and Harry Markowitz have developed strategies and ratios for portfolio analysis that could generate positive risk-adjusted returns. READ MORE