Essays about: "Portfolio performance"

Showing result 21 - 25 of 506 essays containing the words Portfolio performance.

  1. 21. Storskogen's portfolio diversification - A strategy for prosperity?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Markus Johan Willem Ransved Nilsson; Gustaf Frumerie; [2023]
    Keywords : Serial acquirer; M A; Growth; Value Creation; Book-runners;

    Abstract : This case study provides an in-depth description of the fast-paced M&A compounder Storskogen which has received noticeable media attention since its IPO in October 2021. Through examining the market sentiment surrounding the public market entry, the underwriting process, and its business model, potential reasons for its volatile and relatively poor stock performance are put forward. READ MORE

  3. 22. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

    University essay from KTH/Matematik (Avd.)

    Author : Magnus Borg; Lucas Ternqvist; [2023]
    Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

    Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

  4. 23. Personalized Investment Recommendations Using Recommendation Systems

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Lorik Sadriu; [2023]
    Keywords : Recommendation systems; Deep learning; Institutional investors; Investment decision-making; Mean-variance spanning test; Cross-Selling; Business and Economics;

    Abstract : This paper presents a Deep Learning-based Hybrid Recommendation System (DLHR) designed specifically for institutional investors with public portfolio holdings on the Stockholm Stock Exchange. The objective is to provide personalized investment recommendations, complement existing portfolios, and explore untapped cross-selling opportunities. READ MORE

  5. 24. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

  6. 25. Beyond Credit Ratings: The Role of (E)SG in Sovereign Debt Investments

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Oscar Wollmann; Filip Frisk; [2023]
    Keywords : ESG rating; Sovereign debt investments; Sovereign bond yields; Sustainability;

    Abstract : The study investigates the correlation between ESG performance and sovereign bond yield spreads using regression analysis. The results reveal a significant negative correlation between the Governance and Social indices and bond spreads, emphasising the importance of good governance practices and social stability in reducing the risk of sovereign debt default. READ MORE