Essays about: "Risk budgeting"

Showing result 1 - 5 of 13 essays containing the words Risk budgeting.

  1. 1. Risks and risk management in construction projects : A product life cycle approach

    University essay from Högskolan i Gävle/Besluts-, risk- och policyanalys

    Author : Björn Åberg; [2023]
    Keywords : Risk; Construction projects; Risk Management;

    Abstract : The construction industry often operates with important and expensive projects that should meet deadlines and various regulations and at the same time avoid risks associated with the phases of the construction projects. This thesis reviews risks by a project life cycle (PLC) and the risk management used in construction projects by interviewing different construction project stakeholders such as hotel owners in Belgium and construction specialists. READ MORE

  3. 2. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach

    University essay from KTH/Matematik (Avd.)

    Author : Sebastian Persson; Niklas Hansson; [2023]
    Keywords : Nuclear asset management; Risk-informed asset management; Portfolio optimization; Project selection; Knapsack problem; Monte Carlo simulation; Conditional Value at Risk; Tillgångsförvaltning; Riskinformerad tillgångsförvaltning; Portföljoptimering; Projekturval; Kappsäcksproblem; Monte Carlo simulering; Conditional Value at Risk;

    Abstract : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. READ MORE

  4. 3. Sales Forecasting by Assembly of Multiple Machine Learning Methods : A stacking approach to supervised machine learning

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

    Author : Anton Falk; Daniel Holmgren; [2021]
    Keywords : machine learning; statistical learning; statistics; random forest; xgboost; sarima; stacking; support vector regression; svr; linear regression; sales; sales forcasting; forecasting; time series;

    Abstract : Today, digitalization is a key factor for businesses to enhance growth and gain advantages and insight in their operations. Both in planning operations and understanding customers the digitalization processes today have key roles, and companies are spending more and more resources in this fields to gain critical insights and enhance growth. READ MORE

  5. 4. Comparing Risk Parity Portfolios Does a Tail-Risk Parity strategy provide better downside protection than the Risk Parity strategy during economic crisis?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Johansson; Mirza Omer; [2021]
    Keywords : Tail-risk parity; Risk parity; Expected Shortfall; Weight budgeting; Risk budgeting; Capital Allocation; Risk Contribution; Business and Economics;

    Abstract : This thesis evaluates the risk parity and tail-risk parity approach against conventional weight budgeting approach. The risk parity and tail-risk parity approach, in contrast to weight budgeting approach, is about distributing the risk between the asset classes in the portfolio. READ MORE

  6. 5. Capturing Tail Risk in a Risk Budgeting Model

    University essay from KTH/Matematisk statistik

    Author : Filip Lundin; Markus Wahlgren; [2020]
    Keywords : ;

    Abstract : Risk budgeting, in contrast to conventional portfolio management strategies, is all about distributing the risk between holdings in a portfolio. The risk in risk budgeting is traditionally measured in terms of volatility and a Gaussian distribution is commonly utilized for modeling return data. READ MORE