Essays about: "Sofia Grägg"

Found 2 essays containing the words Sofia Grägg.

1. 1. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default

   University essay from KTH/Matematik (Avd.)

   Author : Sofia Grägg; Paula Isacson; [2022]
   Keywords : Nonlinear optimization; network problem; transportation problem; Markowitz; credit risk; Loss Given Default; Loan to Value; collateral management; many-to-many relations; modern portfolio theory; expected loss; risk management; optimization; allocation; portfolio; modeling; Icke-linjär optimering; nätverksproblem; transportproblem; Markowitz; kreditrisk; förlust givet fallisemang; belåningsgrad; säkerhetshantering; många-till-många relationer; modern portföljteori; förväntad förlust; riskhantering; optimering; allokering; portfölj; modellering.;

   Abstract : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. READ MORE

3. 2. A Cluster Analysis of Stocks to Define an Investment Strategy

   University essay from KTH/Matematisk statistik

   Author : Sarah Bjärkby; Sofia Grägg; [2019]
   Keywords : ;

   Abstract : This thesis investigates the possibilities of creating an investment strategy by performing a cluster analysis on stock returns. This to provide a diversified portfolio, which has multiple advantages, for instance that the risk of the investment decreases. READ MORE