Essays about: "Tillgångsallokering"

Showing result 11 - 15 of 16 essays containing the word Tillgångsallokering.

  1. 11. Investment Opportunities for Swedish Life Insurance Companies

    University essay from KTH/Matematisk statistik

    Author : Pontus Rufelt; [2016]
    Keywords : ;

    Abstract : Since the new risk sensitive regulation Solvency II was enabled the 1st of January 2016 the European insurance companies have to review their investment strategies. Insurance companies are among the largest institutional investors in Europe holding EUR 6.7 trillion assets, thus major changes in their asset management can impact the capital markets. READ MORE

  3. 12. The dynamics of stock market returns and macroeconomic indicators: An ARDL approach with cointegration

    University essay from KTH/Entreprenörskap och Innovation

    Author : Rasmus Larsson; Sebastian Haq; [2016]
    Keywords : Autoregressive Distributed Lags; ARDL; Macroeconomics; S P500; Personal Spending; Initial Jobless Claims; M1 Money Supply; Building Permits; Michigan Consumers Sentiment index; ISM Manufacturing index; Autoregressive Distributed Lags; ARDL; Makroekonomi; S P500; Personal Spending; Initial Jobless Claims; M1 Money Supply; Building Permits; Michigan Consumers Sentiment index; ISM Manufacturing index;

    Abstract : Macroeconomic indicators are amongst the most important and used tools for investors as they provide an outlook for the economy and thus improve the assessment of investments e.g. for asset allocation. READ MORE

  4. 13. The dynamics of stock market returns and macroeconomic indicators: An ARDL approach with cointegration

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Rasmus Larsson; Sebastian Haq; [2016]
    Keywords : Autoregressive Distributed Lags; ARDL; Macroeconomics; S P500; Personal Spending; Initial Jobless Claims; M1 Money Supply; Building Permits; Michigan Consumers Sentiment index; ISM Manufacturing index; Autoregressive Distributed Lags; ARDL; Makroekonomi; S P500; Personal Spending; Initial Jobless Claims; M1 Money Supply; Building Permits; Michigan Consumers Sentiment index; ISM Manufacturing index;

    Abstract : Macroeconomic indicators are amongst the most important and used tools for investors as they provide an outlook for the economy and thus improve the assessment of investments e.g. for asset allocation. READ MORE

  5. 14. Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset Allocation

    University essay from KTH/Matematisk statistik

    Author : Markus Andersson; [2015]
    Keywords : Multivariate Financial Time Series; Multivariate Volatility Models; Modern Portfolio Theory MPT ; Tactical Asset Allocation TAA ; Multivariata finansiella tidsserier; Multivariata volatilitets modeller; Modern portföljteori MPT ; Taktisk tillgångsallokering TAA ;

    Abstract : The financial markets have a complex structure and the modelling techniques have recently been more and more complicated. So for a portfolio manager it is very important to find better and more sophisticated modelling techniques especially after the 2007-2008 banking crisis. READ MORE

  6. 15. Asset allocation under Solvency II : Adjusting investments for capital efficiency

    University essay from KTH/Entreprenörskap och Innovation

    Author : ERIK HELLGREN; FREDRIK UGGLA; [2015]
    Keywords : Solvency II; capital requirements; life insurance; market risk; portfolio; Solvens II; kapitalkrav; livförsäkring; marknadsrisk; portföljoptimering;

    Abstract : Solvens II är ett nytt regelverk för försäkringsbolag inom EU som ska träda i kraft 2016. Tidigare forskning har diskuterat effekterna av det nya regelverket och förutspår att det kommer att påverka försäkringsbolagens tillgångsallokering. READ MORE