Essays about: "Return Optimization"

Showing result 1 - 5 of 157 essays containing the words Return Optimization.

1. 1. Robust Portfolio Optimization

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Anna Mårtensson; Edith Frisk Gärtner; [2023]
   Keywords : Mathematics; Optimization and Systems Theory;

   Abstract : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. READ MORE

3. 2. Bulding Resilient Supply Chain : A Qualitative Study of How Covid-19 Affected Supply Chain Resilience in Swedish Small and Medium-Enterprises

   University essay from Umeå universitet/Företagsekonomi

   Author : Robin Synnergren; Jacob Brauer; [2023]
   Keywords : Supply Chain Management; Covid-19 Pandemic; Small and Medium-Sized Enterprises; Supply Chain Resilience Supply Chain Disruption;

   Abstract : Modern supply chains are often characterized by carefully planned and interconnected processes that seamlessly integrate with each other. Supply chains are often efficientduring a stable business environment but are highly vulnerable to risks and disruptions. READ MORE

4. 3. 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

5. 4. Optimizing the Performance and Efficiency of District Heating Substations : A Study of the Cooling Process and Overall System Improvements in Ludvika

   University essay from Högskolan Dalarna/Institutionen för information och teknik

   Author : Marwan Ali; Eema Sheykhi Narani; [2023]
   Keywords : Energy efficiency in multi-family buildings; District heating efficiency; Sustainability; District heating control; Cooling process;

   Abstract : The concept of future sustainability is driving efforts toward the efficient improvement of energy systems. District heating systems play a key role in balancing the energy system by improving performance and flexibility. READ MORE

6. 5. Sustainability Filtration and Optimization: A Stepwise Integration Approach

   University essay from KTH/Matematik (Avd.)

   Author : Soroosh Jalaei; [2023]
   Keywords : Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

   Abstract : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. READ MORE