Essays about: "portföljteori"

Showing result 21 - 25 of 33 essays containing the word portföljteori.

  1. 21. Market frictions effect on optimal real estate allocation in a multi-asset portfolio : A study of the Swedish market

    University essay from KTH/Fastigheter och byggande

    Author : Fabian Malm; Emil Javelius; [2017]
    Keywords : Mixed-asset portfolio; market frictions; market imperfections; real estate allocation; optimal allocation.; Marknadsimperfektioner; portföljteori; optimal allokering; fastighets allokering;

    Abstract : The weight of real estate in a multi-asset portfolio is a highly discussed matter and the main purpose for every investor is to reach an optimal diversification. The aim of the thesis is to apply a new allocation model, which considers market imperfections characterized by real estate. READ MORE

  3. 22. Investment Opportunities for Swedish Life Insurance Companies

    University essay from KTH/Matematisk statistik

    Author : Pontus Rufelt; [2016]
    Keywords : ;

    Abstract : Since the new risk sensitive regulation Solvency II was enabled the 1st of January 2016 the European insurance companies have to review their investment strategies. Insurance companies are among the largest institutional investors in Europe holding EUR 6.7 trillion assets, thus major changes in their asset management can impact the capital markets. READ MORE

  4. 23. Catastrophe Bond : What are they and why invest in them?

    University essay from KTH/Fastigheter och byggande

    Author : Mathilda Ingelgård; [2016]
    Keywords : Catastrophe bonds; portfolio theory; correlation; asset classification; ILS; Katastrofobligationer; portföljteori; korrelation; tillgångsklassificering; försäkringsrisk;

    Abstract : For a little over twenty years, the niched asset class catastrophe bonds have existed. Despite of their now relatively long existence, they are still unknown to many and are usually only available for large, institutional investors, mainly within the insurance market, pension funds and hedge funds. READ MORE

  5. 24. Prissäkring : ekonomisk optimering av grödval med hänsyn tagen till försäljningsstrategier och risk

    University essay from SLU/Dept. of Economics

    Author : Henrik Karlsson; Gustav Skog; [2016]
    Keywords : futureskontrakt; medel- och variansanalys; portföljteori; prissäkring; terminshandel;

    Abstract : Prissäkring av spannmål är ett sätt för att minska variation i det ekonomiska resultatet för lantbrukare (Hull, 2012). Vid volatila priser ökar risken för företagen. Prissäkring är ett lämpligt verktyg för att minska prisrisk. READ MORE

  6. 25. Risk strategy in Swedish investment companies

    University essay from KTH/Fastigheter och byggande

    Author : Sven Hagströmer; Oscar Stackelberg; [2016]
    Keywords : Investment companies; risk; strategy; portfolio theory; diversification; Investmentbolag; risk; strategi; portföljteori; diversifiering;

    Abstract : Investment companies are actors that play important private- and socioeconomic roles in the business world. The purpose of this thesis is to examine investment strategies of Swedish investment companies, in terms of risk and the extent to which academic theory is employed in the process. READ MORE