Essays about: "kapitalallokering"

Found 3 essays containing the word kapitalallokering.

  1. 1. Optimal Time-Varying Cash Allocation

    University essay from KTH/Matematisk statistik

    Author : David Olanders; [2020]
    Keywords : Statistics; Applied Mathematics; Optimization; Cash Allocation; Network Theory; Mixed Integer Linear Program; Transaction Costs; Branch-and-Cut; Statistik; tillämpad matematik; optimering; kapitalallokering; nätverksteori; Mixed Integer Linear Program; transaktionskostnader; Branch-and-Cut;

    Abstract : A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. READ MORE

  2. 2. Measuring the impact of strategic and tactic allocation for managed futures portfolios

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

    Author : Alva Engström; Filippa Frithz; [2019]
    Keywords : ;

    Abstract : The optimal asset allocation is an ever current matter for investment managers. This thesis aims to investigate the impact of risk parity and target volatility on the Sharpe ratio of a portfolio consisting of futures contracts on equity indices and bonds during the period 2000-2018. READ MORE

  3. 3. The impact of Environmental, Social and Corporate Governance (ESG) practices on the financial performance of companies in emerging and frontier markets

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

    Author : Iuliana Kulakova; [2018]
    Keywords : Corporate social responsibility; ESG; Emerging and frontier markets; Principal component analysis; Firm value; Financial performance.; Corporate social responsibility; ESG; Tillväxtmarknader; Principalkomponentanalys; Företagsvärde; Finansiella resultat.;

    Abstract : In this thesis, we explore the proprietary Environmental, Social and Corporate Governance (ESG) scores and analyze their impacts on firm valuation using the sample of 166 companies operating in 35 emerging and frontier markets. Three methods of ESG scores, Principal Component Analysis and regression analysis are used. READ MORE