Essays about: "Vine management"
Showing result 1 - 5 of 6 essays containing the words Vine management.
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1. Risk Assessment of International Mixed Asset Portfolio with Vine Copulas
University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakultetenAbstract : This thesis gives an example of assessing the risk of a financial portfolio with international assets, where the assets may be of different classes, by the use of Monte Carlo simulation and Extreme Value Theory. The simulation uses univariate modelling, models of the assets’ returns as stochastic processes, as well as vine copulas to create dependency between the variables. READ MORE
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2. Organic waste streams in the wine industry
University essay from SLU/Department of Molecular SciencesAbstract : Today, the annual global production of grapes surpasses seventy million tonnes. Of the grapes used toward winemaking, one fourth end up as pomace. In addition to pomace, vine pruning residues, stems and wastewater sludge contribute to the immense volumes of waste that for a long time has been considered as without value. READ MORE
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3. Considering Tail Events in Hedge Fund Portfolio Optimization
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The Fourth Swedish National Pension Fund (AP4), as well as many other large investors, has noted deficiencies the Mean-Variance framework for portfolio management of asset with non-normal characteristics. The main problem apparent in the Mean-Variance framework, when investing in alternative assets such as hedge funds, is the lacking systematic control of the balance between the measurements of risk due normal variation and tail-risk. READ MORE
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4. Evaluating Markov Chain Monte Carlo Methods for Estimating Systemic Risk Measures Using Vine Copulas
University essay from KTH/Matematisk statistikAbstract : This thesis attempts to evaluate the Markov Chain Monte Carlo (MCMC) methods Metropolis-Hastings (MH) and No-U-Turn Sampler (NUTS) to estimate systemic risk measures. The subject of analysis is an equity portfolio provided by a Nordic asset management firm, which is modelled using a vine copula. READ MORE
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5. Potatisens specifika vikt och kokegenskaper med hänsyn till odlingsplats och sort
University essay from SLU/Dept. of Landscape Architecture, Planning and Management (from 130101)Abstract : The boiling properties are an important quality issue of the potato. In order to obtain adequate boiling properties the growth of the potato needs to be controlled and interrupted at the right time. However, it is difficult to determine when to stop the growth. READ MORE