Essays about: "equal weights"

Showing result 11 - 15 of 40 essays containing the words equal weights.

  1. 11. ASSET-LIABILITY MANAGEMENT FROM THE PERSPECTIVE OF A PENSION FOUNDATION : SIMULATION AND EVALUATION OF INVESTMENT- AND PORTFOLIO SELECTION STRATEGIES

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Jean-Pierre Kayal; Martin Norberg; [2020]
    Keywords : Investment strategies; Portfolio Selection Strategies; Pension Foundation;

    Abstract : Asset Liability Management is a current topic where accountability of asset management is of high importance. This is a result of continuously increasing investments in the stock market globally. The globalisation exposes a big part of the different markets to the same types of risk. READ MORE

  3. 12. A Utility Approach: Strategy Analysis and Optimization

    University essay from Lunds universitet/Matematisk statistik

    Author : Magnús Ólafur Sigurdsson; [2019]
    Keywords : Utility optimization; Portfolio analysis; Dynamic programming; Bellman equation.; Technology and Engineering;

    Abstract : Utility theory and Monte Carlo simulations are used to calculate optimal allocation for long term as well as, risk averse investors with a portfolio consisting of one risky asset and one risk-free bank account. The problems solved in this thesis are divided into two types, static and dynamic. READ MORE

  4. 13. Multi-Criteria GIS modelling for optimal alignment of roadway by-passes in the Tlokweng Planning Area, Botswana

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Milan Sekulic; [2019]
    Keywords : GIS; Multi-criteria analysis; DEFINITE; Sensitivity Analysis; Python; AHP; Least-cost path; Dijkstra’s algorithm; ArcPy; Geography; model; road alignment; Earth and Environmental Sciences;

    Abstract : To find the optimal by-pass road alignment in the Tlokweng Planning Area in Botswana, a multi-criteria spatial-based model is developed using the GIS-MCE approach. In respect to the environmental impact assessment (EIA) approach, in this research a set of criteria is classified under 3 themes – economic, environmental and social. READ MORE

  5. 14. The Systematic Risk of Green Bonds

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Janina Viebrock; Hanna Brännström; [2019]
    Keywords : Risk-Adjusted Returns; Systematic Risk; Green Bonds; Asset Pricing Models; Fama- French Factors; Portfolio Performance Evaluation; Business and Economics;

    Abstract : This paper evaluates the profitability of adding green bonds to a portfolio consisting of stocks and conventional bonds. To determine the profitability, ten portfolios with varying weights on green bonds, conventional bonds and stocks, are constructed. READ MORE

  6. 15. Underpricing of Initial Public Offerings : Evidence from the Nordic

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Anton Läck Nätter; [2019]
    Keywords : Initial Public Offerings; Initial Return; IPO; Nordic IPO Market; Short-Run Performance; Underpricing;

    Abstract : This thesis is an empirical event study that examines the short-run performance of initial public offerings (IPO), known as underpricing and initial return. I argue that literature which only presents equal weights could potentially give the reader a skewed understanding of the width of the concept. READ MORE