Essays about: "portföljhantering"

Found 5 essays containing the word portföljhantering.

  1. 1. Hierarchical Clustering in Risk-Based Portfolio Construction

    University essay from KTH/Matematisk statistik

    Author : Natasha Nanakorn; Elin Palmgren; [2021]
    Keywords : Portfolio construction; asset allocation; risk-based asset allocation; hierarchical clustering; agglomerative clustering; hierarchical risk parity; risk; volatility; Portföljallokering; portföljhantering; portföljmetoder; riskbaserad portföljallokering; hierarkisk klustring; agglomerativ klustring; risk; volatilitet;

    Abstract : Following the global financial crisis, both risk-based and heuristic portfolio construction methods have received much attention from both academics and practitioners since these methods do not rely on the estimation of expected returns and as such are assumed to be more stable than Markowitz's traditional mean-variance portfolio. In 2016, Lopéz de Prado presented the Hierarchical Risk Parity (HRP), a new approach to portfolio construction which combines hierarchical clustering of assets with a heuristic risk-based allocation strategy in order to increase stability and improve out-of-sample performance. READ MORE

  2. 2. Private Equity Portfolio Management and Positive Alphas

    University essay from KTH/Matematisk statistik

    Author : Rikard Franksson; [2020]
    Keywords : Nordic private equity performance; private equity valuation; CAPM; portfolio optimization; multivariate linear regression; quadratic optimization; Nordiskt privatkapitals prestation; värdering av privatkapital; CAPM; portföljoptimering; multipel linjär regression; kvadratisk optimering;

    Abstract : This project aims to analyze Nordic companies active in the sector of Information and Communications Technology (ICT), and does this in two parts. Part I entails analyzing public companies to construct a valuation model aimed at predicting the enterprise value of private companies. READ MORE

  3. 3. Towards scaled agility : A case study on successfully initiating agile transformations at large banks

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

    Author : Erik Storå; [2020]
    Keywords : Agile; Scaled agile; Agile portfolio management; Scrum; SAFe; Lean product development; Change management; Organizational design; Organizational culture;

    Abstract : Large banks are facing challenges from a new regulatory and competitive landscape which have led to 30 % of banks adopting agile using the Scaled agile framework (SAFe). The transformation process towards agile is complex and has led to a change process covering aspects such as a product development, leadership and organizational design. READ MORE

  4. 4. Anomaly Detection for Portfolio Risk Management : An evaluation of econometric and machine learning based approaches to detecting anomalous behaviour in portfolio risk measures

    University essay from KTH/Nationalekonomi

    Author : Simon Westerlind; [2018]
    Keywords : Anomaly detection; Outlier Detection; Portfolio management; Risk management; Value-at-Risk; HTM; EWMA; ARIMA; LSTM; GARCH; Anomalidetektering; Avvikelsedetektering; Portföljhantering; Riskhantering; Valueat-Risk; HTM; EWMA; ARIMA; LSTM; GARCH;

    Abstract : Financial institutions manage numerous portfolios whose risk must be managed continuously, and the large amounts of data that has to be processed renders this a considerable effort. As such, a system that autonomously detects anomalies in the risk measures of financial portfolios, would be of great value. READ MORE

  5. 5. Aligning product development with strategy : A Case study at Saab Combat Systems Division

    University essay from KTH/Industriell Management

    Keywords : Strategy implementation; Balanced Scorecard; project; prioritization; Portfolio management; Programme management.; Strategiimplementering; Balanserat Styrkort; projekt; prioritering; portföljhantering; programhantering;

    Abstract : Purpose: The purpose of this study is to increase the knowledge of how the existing gap betweenstrategy formulation and strategy implementation can be bridged in a project-­‐based organization.  The reason for this is to contribute with an empirical example of what challenges and obstacles are associated with this gap and how these can be solved. READ MORE