Essays about: "Modern Portfolio Theory"

Showing result 16 - 20 of 85 essays containing the words Modern Portfolio Theory.

1. 16. Social Investments: “It’s going slow, but it’s happening” : A study on the feasibility and future of Social Bonds and Social Outcome Contracts in Sweden

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Emelie Lebsund; Fanny Samuelsson; [2022]
   Keywords : Social sustainability; social bonds; social outcome contracts; social impact bonds; sustainability; CSR; institutional theory; transaction cost theory; modern portfolio selection theory; ESG;

   Abstract : As we face increasingly complex problems of both a social and environmental nature, innovative and multifaceted solutions are required to create a sustainable future. Despite Sweden's leading position in terms of financial solutions to environmental issues, Sweden is behind most OECD economies in the development of a financial infrastructure for private investment for social and socio-economic projects. READ MORE

3. 17. An Efficient Market Study of European CDS and Equity Markets

   University essay from Umeå universitet/Företagsekonomi

   Author : Fredric Wållberg; Leo Lundberg; [2022]
   Keywords : Efficient Market Theory; Financial Crash; Price Discovery Process; CDS;

   Abstract : This thesis investigates the price discovery process between the stock and the credit default swap market (CDS). We link the financial theory of efficient markets and the underlying models and conditions involved in CDSs, the stock market and financial crashes. READ MORE

4. 18. Cryptocurrency's Role in Optimal Portfolios with von Neumann-Morgenstern Utility Theory

   University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Author : Richard Wright; [2022]
   Keywords : Cryptocurrencies; Portfolio Optimization; Expected Utility;

   Abstract : Should cryptocurrencies populate modern portfolios, and to what degree? How can von Neumann-Morgenstern utility theory determine which portfolio is best? For this thesis, we take six cryptocurrencies and six stocks to create optimal portfolios from each and a combination of both. Then we compare the expected utility from each portfolio, with and without short selling, to a benchmark. READ MORE

5. 19. The Gay Bath-house - a Case Study of a Potential Gay-Bathhouse at Liljeholmsbadet

   University essay from KTH/Arkitektur

   Author : Edwin Östlund Stockman; [2021]
   Keywords : gay bath-house; swimming pools; saunas; queer-theory; queer spaces;

   Abstract : This case study was written to explore the different branches of queer theory and its links to the architecture of bath-houses. This, from both a historicaland a modern-day societal perspective. READ MORE

6. 20. The Black-Litterman Asset Allocation Model - An Empirical Analysis of Its Practical Use

   University essay from KTH/Matematik (Avd.)

   Author : Hampus Ernstsson; Max Börjes Liljesvan; [2021]
   Keywords : Black-Litterman model; asset allocation; portfolio optimization; investor views; portfolio management; Black-Litterman model; tillgångsallokering; portföljoptimering; investerarens förväntade avkastningar; portföljförvaltning;

   Abstract : Modern portfolio theory has its attractive characteristics of promoting diversification in a portfolio and can be seen as an easy alternative for setting optimal weights for portfolio managers. Furthermore, as portfolio managers try to beat a defined benchmark for their portfolio the Black-Litterman model allows them to include their own prospects on the future return of markets and securities. READ MORE