Essays about: "institutionella investerare"

Showing result 1 - 5 of 13 essays containing the words institutionella investerare.

  1. 1. Rebalancing 2.0-A Macro Approach to Portfolio Rebalancing

    University essay from KTH/Matematisk statistik

    Author : Rawand Sultani; [2020]
    Keywords : Statistics; Applied Mathematics; Financial Mathematics; Rebalancing; Asset Allocation; Monte-Carlo; Backtesting; Makro; Statistik; Tillämpad matematik; Finansiell matematik; Rebalansering; Tillgångsallokering; Monte-Carlo; Backtesting; Makro;

    Abstract : Portfolio rebalancing has become a popular tool for institutional investors the last decade. Adaptive asset allocation, an approach suggest by William Sharpe is a new approach to portfolio rebalancing taking market capitalization of asset classes into consideration when setting the normal portfolio and adapting it to a risk profile. READ MORE

  2. 2. Enhancing ESG-Risk Modelling - A study of the dependence structure of sustainable investing

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Edvin Berg; Karl Wilhelm Lange; [2020]
    Keywords : ESG; Sustainable Investing; Dependency Structure; Correlation; Risk; Random Matrix Theory; Eigenvalue; Eigenvalue Decomposition; Minimum Variance Portfolio; ESG; Hållbar Investering; Beroendestruktur; Korrelation; Stokastisk Matristeori; Egenvärden; Egenvärdes Dekomposition; Minimal Variansportfölj;

    Abstract : The interest in sustainable investing has increased significantly during recent years. Asset managers and institutional investors are urged to invest more sustainable from their stakeholders, reducing their investment universe. READ MORE

  3. 3. Sustainable Investments : Sustainability reporting from the institutionalinvestors point of view

    University essay from KTH/Industriell ekonomi och organisation (Inst.); KTH/Industriell ekonomi och organisation (Inst.)

    Author : Sofia Blomström; Sofie Bokfors; [2020]
    Keywords : Sustainability reporting; non-financial reporting; ESG; institutional investors; financial policy; Hållbarhetsrapportering; icke-finansiell rapportering; ESG; institutionella investerare; finanspolicy;

    Abstract : This thesis examines the type of Environmental, Social, and Governance (ESG) information that institutional investors seek when making and monitoring investment decisions, as well as the possibilities for this information to be presented in sustainability reports. As a basis, twelve semi-structured interviews were conducted with Swedish state institutional fund holders in the category regions and municipalities. READ MORE

  4. 4. Mortgage funds : Examining the emergence of new mortgage finance methods in Sweden

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Abdul Betts; [2018]
    Keywords : Mortgage funds; disintermediation; financial innovation; mortgage market competition; Bolånefonder; disintermediering; finansiell innovation; konkurrens;

    Abstract : Recent reports from the Swedish Financial supervisory authority and the Swedish competition agency suggest that while bank profitability is high in Sweden, the dominant position of a handful of actors have created a situation where consumers are left displeased. The mortgage market has been highlighted as one of the most concerning markets and yet, gross margins on mortgages are reaching record levels. READ MORE

  5. 5. Are hedge funds of benefit for institutional investors in a low interest-rate environment?

    University essay from KTH/Industriell ekonomi och organisation (Inst.); KTH/Industriell ekonomi och organisation (Inst.)

    Author : Al-Khalaf Adnan; Gustafsson Oskar; [2017]
    Keywords : Hedgefund; Portfolio; Hedgefond; portfölj;

    Abstract : .... READ MORE