Essays about: "portfolio budgeting"

Showing result 1 - 5 of 6 essays containing the words portfolio budgeting.

  1. 1. Implementing Strategy through PPM in an Internal Development Department

    University essay from Linköpings universitet/Projekt, innovationer och entreprenörskap

    Author : Simon Millard; [2023]
    Keywords : project portfolio management; project management; portfolio management; PPM; PBO; PMO; PMI; PM; SPM; project based organization; strategy; portfolio strategy; project portfolio structuring; portfolio structuring framework; resource allocation; matrix organization; strategic effectiveness; strategic alignment; aggregate planning; project evaluation; portfolio prioritization; project prioritization; prioritization method; portfolio selection; project selection; portfolio balancing; project scoring; portfolio budgeting; portfolio roadmap; project screening; projektportfölj; projekt portfölj; projekt-portfölj; portföljhantering; projektorganisation; projekt organisation; resursallokering;

    Abstract : 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. 2. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach

    University essay from KTH/Matematik (Avd.)

    Author : Sebastian Persson; Niklas Hansson; [2023]
    Keywords : Nuclear asset management; Risk-informed asset management; Portfolio optimization; Project selection; Knapsack problem; Monte Carlo simulation; Conditional Value at Risk; Tillgångsförvaltning; Riskinformerad tillgångsförvaltning; Portföljoptimering; Projekturval; Kappsäcksproblem; Monte Carlo simulering; Conditional Value at Risk;

    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

  4. 3. Comparing Risk Parity Portfolios Does a Tail-Risk Parity strategy provide better downside protection than the Risk Parity strategy during economic crisis?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jesper Johansson; Mirza Omer; [2021]
    Keywords : Tail-risk parity; Risk parity; Expected Shortfall; Weight budgeting; Risk budgeting; Capital Allocation; Risk Contribution; Business and Economics;

    Abstract : This thesis evaluates the risk parity and tail-risk parity approach against conventional weight budgeting approach. The risk parity and tail-risk parity approach, in contrast to weight budgeting approach, is about distributing the risk between the asset classes in the portfolio. READ MORE

  5. 4. Capturing Tail Risk in a Risk Budgeting Model

    University essay from KTH/Matematisk statistik

    Author : Filip Lundin; Markus Wahlgren; [2020]
    Keywords : ;

    Abstract : Risk budgeting, in contrast to conventional portfolio management strategies, is all about distributing the risk between holdings in a portfolio. The risk in risk budgeting is traditionally measured in terms of volatility and a Gaussian distribution is commonly utilized for modeling return data. READ MORE

  6. 5. Influence of stochastic capital budgeting and real options valuation method on strategic investment decision : investment appraisal of synthetic firm producing algae based fuels in Sweden

    University essay from SLU/Dept. of Economics

    Author : Inna Gannoshyna; Valentyn Volkivskyy; [2010]
    Keywords : Real options; NPV; stochastic budgeting; algae fuels;

    Abstract : Algae based fuels may offer society a plenty of valuable benefits. Those include economical, environmental, and social benefits representing sustainability. Investors may have a wealth maximising option to diversify their portfolio hence reducing risks. READ MORE