Essays about: "assets allocation"

Showing result 1 - 5 of 87 essays containing the words assets allocation.

  1. 1. Portfolio Strategies Under Different Inflationary Regimes

    University essay from KTH/Matematik (Avd.)

    Author : Mohit Parkash; Diana Halladgi Naghadeh; [2023]
    Keywords : Inflation; Regression Analysis; Portfolio Optimization; Markowitz; Efficient Frontier; Asset Allocation; Portfolio Management; Financial Mathematics; Inflation; Regressionsanalys; Portföljoptimering; Markowitz; Effektiv Front; Tillgångsallokering; Portföljförvaltning; Finansiell Matematik;

    Abstract : In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies and quantitative easing monetary policies during the pandemic. READ MORE

  3. 2. Robust Portfolio Optimization

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Anna Mårtensson; Edith Frisk Gärtner; [2023]
    Keywords : Mathematics; Optimization and Systems Theory;

    Abstract : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. READ MORE

  4. 3. The Road Ahead: Exploring the Potential of Public-Private Partnerships in Closing the European Infrastructure Investment Gap

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Linus Edgren; Casper Lindqvist; [2023]
    Keywords : Public-Private Partnership; Public Procurement; Project Finance; European Infrastructure; Infrastructure Investments;

    Abstract : Modern infrastructure assets are fundamental for the long-term economic growth and development of countries and regions. Yet, the European infrastructure investment gap is projected to reach USD 2 trillion by 2040. One approach to closing this infrastructure investment gap is strengthening the collaboration between the private and public sector. READ MORE

  5. 4. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

  6. 5. Revisiting Tobin's Q: Integrating Intangible Capital into the Neoclassical Framework

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erick Momanyi; [2023]
    Keywords : Intangible capital; Tobin s Q; Organizational Capital; Investment; R D;

    Abstract : This paper seeks to replicate and extend the seminal work of Peters and Taylor (2017) on the relationship between intangible capital and the investment q ratios. Our study spans 1975 to 2021, investigating dynamics in firms' physical and intangible investments. We examine data from 1975 to 2021. READ MORE