Essays about: "Swedish AP fund"

Showing result 1 - 5 of 13 essays containing the words Swedish AP fund.

1. 1. Socially responsible investments and shareholder engagement in the Swedish pension fund system : A case study on the Swedish AP funds

   University essay from Uppsala universitet/Institutionen för geovetenskaper

   Author : Adam Skol; [2019]
   Keywords : social and environmental outcomes; influence instruments; shareholder engagement dialogue; socially responsible investments; sustainable development;

   Abstract : In recent years, institutional shareholders have more frequently engaged themselves in dialogue with corporations on corporate social and environmental factors (ESG factors) through a new investment strategy often referred to as socially responsible investments. The Swedish public pension funds work with socially responsible investments and shareholder engagement are based on their mandate to serve the Swedish people and to manage their retirement capital in a desirable way. READ MORE

3. 2. Optimal portfolio selection and risk-adjusted performance of 51 equity funds available in the Swedish premium pension

   University essay from Högskolan i Jönköping/Internationella Handelshögskolan

   Author : Ninos Khouchaba; Emilia Svensson; [2018]
   Keywords : Pension; Premium pension; Swedish pension authority; national retirement pension; funds; AP7; Seventh AP Fund;

   Abstract : In order to assure a livelihood for the working population after retirement, the national retirement pension was developed. The system is based on 18.5% of each tax-paying worker’s annual salary. The national retirement pension system in Sweden consist of two parts. READ MORE

4. 3. Quantitative Portfolio Construction Using Stochastic Programming

   University essay from KTH/Matematisk statistik

   Author : Aidin Ashant; Elisabeth Hakim; [2018]
   Keywords : Asset Allocation; Dynamic Portfolio Construction; Stochastic Programming; Scenario Generation; Multivariate GARCH; DCC-GARCH; Copula-GARCH; Transaction Costs; Mean-Absolute Deviation; Risk Parity; Mean-Variance; Tillgångsallokering; Dynamisk Portfölj Konstruktion; Stokastisk Programmering; Scenario Generation; Multivariat GARCH; DCC-GARCH; Copula- GARCH; Transaktionskostnader; Mean-Absolute Deviation; Risk Parity; Mean-Variance;

   Abstract : In this study within quantitative portfolio optimization, stochastic programming is investigated as an investment decision tool. This research takes the direction of scenario based Mean-Absolute Deviation and is compared with the traditional Mean-Variance model and widely used Risk Parity portfolio. READ MORE

5. 4. Development and evaluation of stress tests : Utilizing stress tests to complement the current ex-ante analysis at Second Swedish National Pension Fund

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

   Author : Andreas Antonsen Åberg; [2017]
   Keywords : Stress tests; coherent stress test; historical stress test; risk measures;

   Abstract : Stress tests are on a regular basis mentioned on the financial markets where some institutions have to perform it as a regulatory requirement and others have it as an optional way to complement their predictions. Stress tests are used to see how robust a financial instrument or a portfolio are in various scenarios. READ MORE

6. 5. Commodity Futures Investing from a Swedish Pension Fund Perspective

   University essay from Göteborgs universitet/Graduate School

   Author : Linn Nilsson; Tilda Wikström; [2016-10-07]
   Keywords : commodity futures; pension funds; AP-funds; portfolio efficiency; intersection-test; mean-variance spanning test; DCC GARCH;

   Abstract : Our study examines if the Swedish General Pension funds (AP-funds) could benefit from investing in commodity futures derivatives, which they are currently prohibited from. The effect of adding commodity futures to the holdings of the AP-funds is examined during the period 2001 to 2015, with extended analyses on accumulated bull and bear periods. READ MORE