Essays about: "global asset management"

Showing result 1 - 5 of 48 essays containing the words global asset management.

  1. 1. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Axel Koch; [2023]
    Keywords : Financial asset allocation; Risk-averse; risk-neutral risk-preference; economic uncertainty; Market fluctuations; Expected utility theory.;

    Abstract : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. READ MORE

  3. 2. 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

  4. 3. New natural gas power plants in the EU : -The risks of stranded assets under different fuel and carbon price scenarios

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

    Author : John Mogren Olsson; [2023]
    Keywords : ;

    Abstract : Current and planned fossil fuelled electricity generation is expected to meet or exceed the global carbon budget for 2°C, without including emissions from any other economic sector. At the current rate, the EU ETS will stop issuing new emissions allowances to industry and power plants before 2040. READ MORE

  5. 4. 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

  6. 5. 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