Essays about: "asset management"

Showing result 1 - 5 of 283 essays containing the words asset management.

  1. 1. The Adoption of Artificial Intelligence in Swedish Funds

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Stephie Do; Tim Larsson; [2021-02-24]
    Keywords : Artificial intelligence; performance; funds; finance; asset management; portfolio theory; efficient market; behavioral finance.;

    Abstract : Fund managers have historically made use of traditional portfolio strategies such as Markowitz portfolio selection, as part of their decision making. But as the world has started to shift towards a more automated lifestyle, the question arises if fund management will follow. READ MORE

  2. 2. Option Modelling by Deep Learning

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Niclas Klausson; Victor Tisell; [2021-02-10]
    Keywords : Deep learning; deep hedging; generative adversial networks; arbitrage pricing;

    Abstract : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. READ MORE

  3. 3. Towards Circular Economy : Technoeconomic assessment of second-life EV batteries for energy storage applications in public buildings

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Maria Gris Trillo; [2021]
    Keywords : ;

    Abstract : With the accelerated tendency of renewable energy penetration in the electricity grid, energy storage becomes a crucial asset for matching generation and demand. The growth of energy storage systems requires adequate new policies and regulatory frameworks. READ MORE

  4. 4. Effective inventory management in the automotive industry, a literature study.

    University essay from Mälardalens högskola/Akademin för innovation, design och teknik

    Author : Mohamed Saliji; [2021]
    Keywords : ;

    Abstract : The automotive industry is characterized by the importance of its inventories and the diversity of these inventories. They are strategic key factors to ensure a short time to market. The effective management of such an important asset is vital to ensure the high competitiveness of car manufacturers. READ MORE

  5. 5. Estimating expected shortfall using an unconditional peaks-over-threshold method under an extreme value approach

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Rikard Wahlström; [2021]
    Keywords : expected shortfall; peaks-over-threshold; extreme value theory;

    Abstract : Value-at-Risk (VaR) has long been the standard risk measure in financial risk management. However, VaR suffers from critical shortcomings as a risk measure when it comes to quantifying the most severe risks, which was made especially apparent during the financial crisis of 2007–2008. READ MORE