Essays about: "portfolio balancing"
Showing result 1 - 5 of 15 essays containing the words portfolio balancing.
-
1. ESG Balancing the Books and the Planet: A Quantitative Analysis of Risk-Adjusted Returns in ESG and Traditional Funds
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : The demand for sustainable investment has increased in the last decade. “Environmental, Social and Governance” (ESG) are characteristics within sustainable investment and are commonly considered in private investing. READ MORE
-
2. Implementing Strategy through PPM in an Internal Development Department
University essay from Linköpings universitet/Projekt, innovationer och entreprenörskapAbstract : The focus of strategy research has long revolved around strategy formulation rather thanstrategy implementation, despite the evidence indicating that intended strategies are rarelyachieved. Project portfolio management, PPM, assumes a crucial role in enabling strategyimplementation and can be regarded as a representation of the organization's actual pursuedstrategy. READ MORE
-
3. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. READ MORE
-
4. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach
University essay from KTH/Matematik (Avd.)Abstract : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. READ MORE
-
5. Optimal Portfolio Re-Balancing on Fixed Periods using a Cost/Risk Adaptation Model and Stochastic Optimization.
University essay from Linköpings universitet/ProduktionsekonomiAbstract : In this thesis we investigate the problem of portfolio re-balancing for fixed periods using a cost/risk adaptation model and stochastic optimization. The cost/risk adaptation model takes theory of optimal liquidity costs and risk preference to build a universe in which we try to find better strategies than conventional ones. READ MORE