Essays about: "Sheida Palmelind"

Found 2 essays containing the words Sheida Palmelind.

1. 1. Reducing the Carbon Footprint of Equity Portfolios

   University essay from Göteborgs universitet/Graduate School

   Author : Harpa Sif Jonsdottir; Sheida Palmelind; [2017-07-26]
   Keywords : Portfolio Optimization; Carbon Footprint; Tracking Error; Sustainable Investments; Factor Analysis; Climate Risk; Green Finance; Swedish Equities;

   Abstract : This paper investigates the e ect of reducing the carbon footprint of Swedish equity portfolios. In order to decrease CO2e emission of investments, the constituents of the portfolios are re-weighted with regards to their carbon footprint, while minimizing the tracking error against a benchmark portfolio. READ MORE

3. 2. Value-at-Risk and Expected Shortfall - Managing risk for an equity portfolio

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Stefan Emmoth; Sheida Palmelind; [2014-06-24]
   Keywords : ;

   Abstract : This thesis intends to examine a risk measure used for estimating a potential future loss. The risk measure Value-at-Risk, is widely used throughout the world of financial risk management. We will examine different approaches to computing Value-at-Risk for two equity portfolios, one univariate portfolio and one multivariate portfolio. READ MORE