Essays about: "Optimal Portfolio Management"

Showing result 1 - 5 of 41 essays containing the words Optimal Portfolio Management.

1. 1. Portfolio Strategies Under Different Inflationary Regimes

   University essay from KTH/Matematik (Avd.)

   Author : Mohit Parkash; Diana Halladgi Naghadeh; [2023]
   Keywords : Inflation; Regression Analysis; Portfolio Optimization; Markowitz; Efficient Frontier; Asset Allocation; Portfolio Management; Financial Mathematics; Inflation; Regressionsanalys; Portföljoptimering; Markowitz; Effektiv Front; Tillgångsallokering; Portföljförvaltning; Finansiell Matematik;

   Abstract : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. READ MORE

3. 2. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU

   University essay from Umeå universitet/Företagsekonomi

   Author : Karl Nilsson; Tanyue Zheng; [2023]
   Keywords : macroeconomic factors; asset classes; diversification strategies; portfolio management; institutional qualities;

   Abstract : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. READ MORE

4. 3. Optimal Portfolio Allocation in the Middle East Real Estate Market: A Comparative Study of the UAE and Qatar : Why could UAE or Qatar be an opportunity for European businesses and portfolio investors in the Middle East?

   University essay from Linnéuniversitetet/Institutionen för marknadsföring och turismvetenskap (MTS)

   Author : Ayman Bazerbashi; Erik Nguyen; [2023]
   Keywords : Real estate market; UAE; Qatar; European investment; Market conditions; Cultural understanding; Geopolitical risks; Investment strategies;

   Abstract : This research compares the real estate markets of the United Arab Emirates (UAE) and Qatar, focusing on opportunities and challenges for European businesses and portfolio investors. The study integrates theoretical frameworks, empirical findings from interviews, and analysis of official reports. READ MORE

5. 4. Economic Capital Models : Methods for fitting loss distributions

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : William Fritzell; [2023]
   Keywords : Economic Capital; Distribution fitting; MCMC;

   Abstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE

6. 5. Assessing the Benefits of Fossil-Free Gas Turbines in Distribution Networks : A Case Study in Västerås

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

   Author : Fredrik Hansell; Axel Vällfors; [2023]
   Keywords : Gas turbine; power system stability; balancing markets; hydrogen; eMethanol; Gasturbin; kraftsystemstabilitet; balansmarknader; vätgas; e-metanol;

   Abstract : As the share of weather-dependent renewable electricity production increases, the demand for power system flexibility grows. In the Swedish power system, gas turbines have historically been utilised for back-up power generation. READ MORE