Essays about: "investment manager"

Showing result 16 - 20 of 60 essays containing the words investment manager.

  1. 16. Covariance Matrix Regularization for Portfolio Selection: Achieving Desired Risk

    University essay from Lunds universitet/Matematisk statistik

    Author : Manu Upadhyaya; [2020]
    Keywords : covariance matrix; portfolio selection; risk; Mathematics and Statistics;

    Abstract : The modus operandi of most asset managers is to promise clients an annual risk target, where risk is measured by realized standard deviation of portfolio returns. Moreover, Markowitz (1952) portfolio selection requires an estimate of the covariance matrix of the returns of the financial instruments under consideration. READ MORE

  3. 17. Risk-adjusted Earned Value and Earned Duration Management models for project performance forecasting

    University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

    Author : Ilektra-Georgia Apostolidou; Georgios Karmiris; [2019]
    Keywords : Project monitoring; Project forecasting; Financial risk; Earned Value Management; Earned Duration Management; Schedule Performance Index; Duration Performance Index; Cost performance Index; Program Performance Index; Risk Coefficient; Risk-adjusted Schedule Model; Risk-adjusted Cost Model; Risk-adjusted Man-hours Model; Statistical Analysis; Decision Support System;

    Abstract : Project control is essential to ensure that the investment on a project is providing the intended benefits and is valuable to the customers. Previous methods offer project performance monitoring and forecasting tools, but they lack accuracy and the associated techniques omit the project financial risk (any unplanned event that has an impact on schedule and budget); the main factor of project failure. READ MORE

  4. 18. Hire or fire?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Elin Larsson; Antonia Zander; [2019]
    Keywords : Active Management; Carhart’s Four Factor Model; Gross and Net Returns; Jensen’s Alpha; Sharpe Ratio.; Business and Economics;

    Abstract : Today fund investment options are endless. To be able to profit, talented fund managers are of great importance. The purpose of this thesis is to communicate the real performance of managers and if they are skilled enough to cover their costs. This analysis can contribute to the decision of hiring or firing a fund manager. READ MORE

  5. 19. The earthship concept : a building technique and subculture aiming towards environmentally conscious-change

    University essay from SLU/Dept. of Forest Economics

    Author : Martin Ekvall; [2019]
    Keywords : do it yourself; earthship; green construction; sustainable buildings;

    Abstract : I will in this master thesis study a building concept called Earthship. Designed to be autonomous, built out-of earth, tires and as much reused material as possible in order to be a self-sufficient, environmental friendly building that transcends monthly payments for its inhabitants. READ MORE

  6. 20. Cash Flow Simulation in Private Equity : An evaluation and comparison of two models

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

    Author : Johannes Forsell; Elias Furenstam; [2018]
    Keywords : ;

    Abstract : The uncertain pattern of cash flows poses a liquidity and risk management challenge for investors of private equity funds. The structure of a private equity investment, where the total committed capital will be paid out in portions at an undetermined schedule, makes it vital for the investor to have sufficient levels of cash in order to meet the called capital from the fund manager. READ MORE