Essays about: "asset management"

Showing result 11 - 15 of 354 essays containing the words asset management.

1. 11. Risk Management and Sustainability - A Study of Risk and Return in Portfolios With Different Levels of Sustainability

   University essay from KTH/Matematik (Avd.)

   Author : Magnus Borg; Lucas Ternqvist; [2023]
   Keywords : ESG; Value-at-Risk VaR ; Expected Shortfall ES ; Risk Management; Financial Risk; Financial Mathematics; Sustainability; Portfolio Management; Capital Asset Pricing Model CAPM ; Hållbarhet; Value-at-Risk VaR ; Expected Shortfall ES ; Riskhantering; Finansiell Risk; Finansiell Matematik; Portföljkonstruktion;

   Abstract : This thesis examines the risk profile of Electronically Traded Funds and the dependence of the ESG rating on risk. 527 ETFs with exposure globally were analyzed. Risk measures considered were Value-at-Risk and Expected Shortfall, while some other metrics of risk was used, such as the volatility, maximum drawdown, tail dependece, and copulas. READ MORE

3. 12. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU

   University essay from Umeå universitet/Företagsekonomi

   Author : Karl Nilsson; Tanyue Zheng; [2023]
   Keywords : macroeconomic factors; asset classes; diversification strategies; portfolio management; institutional qualities;

   Abstract : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. READ MORE

4. 13. Cloud migration : The process of identification and migration

   University essay from Umeå universitet/Institutionen för datavetenskap

   Author : Albin Jönsson; [2023]
   Keywords : Cloud migration;

   Abstract : When considering migrating a system to the cloud, one important aspect of the process is to identify which components of the system are suitable and beneficial to deploy in cloud. This process is crucial and can be the difference between a successful deployment and a failure. READ MORE

5. 14. Modeling of an Electrolysis System for Techno-Economic Optimization of Hydrogen Production

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

   Author : Jürgen Köstlbacher; [2023]
   Keywords : Hydrogen; Hydrogen Production; Green Hydrogen; LCOH; Electrolysis; PEM; AEL; MILP; Optimization; Techno-Economic Analysis; Cost Optimization; PPA; vätgas; vätgasproduktion; grön vätgas; LCOH; elektrolys; PEM; AEL; MILP; optimering; tekniskekonomisk analys; kostnadsoptimering; PPA;

   Abstract : In face of climate change, Europe and other global actors are in the process of transitioning to carbon-neutral economies, aiming to phase out of fossil fuels and power industries with renewable energies. Hydrogen is going to play a crucial role in the transition, replacing fossil fuels in hard-to-decarbonize industries and acting as energy carrier and energy storage for renewable electricity. READ MORE

6. 15. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach

   University essay from KTH/Matematik (Avd.)

   Author : Sebastian Persson; Niklas Hansson; [2023]
   Keywords : Nuclear asset management; Risk-informed asset management; Portfolio optimization; Project selection; Knapsack problem; Monte Carlo simulation; Conditional Value at Risk; Tillgångsförvaltning; Riskinformerad tillgångsförvaltning; Portföljoptimering; Projekturval; Kappsäcksproblem; Monte Carlo simulering; Conditional Value at Risk;

   Abstract : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. READ MORE