Essays about: "portfolio concentration"

Showing result 1 - 5 of 19 essays containing the words portfolio concentration.

1. 1. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Michael Zanetti; Philip Güzel; [2023]
   Keywords : Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

   Abstract : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. READ MORE

3. 2. Investigating the Formulation and Implementation of Strategy Through Project Selection in the Swedish Process Industry

   University essay from Blekinge Tekniska Högskola

   Author : Lars Hanses; Albin Tärnåsen; [2023]
   Keywords : Strategy implementation; strategy formulation; project selection; process industry;

   Abstract : Corporate strategies have a low success rate and strategic objectives are frequently not met. To gain insight into this phenomenon, this research explores the process of generating and implementing strategy through CAPEX projects within the mature Swedish process industry. READ MORE

4. 3. Unveiling the Cause of NAV-Discounts of Swedish Closed-End Funds

   University essay from Göteborgs universitet/Graduate School

   Author : Eleonor Harrysson; Joel Johansson; [2022-06-30]
   Keywords : Closed-end funds; NAV-discount; non-public holdings; portfolio concentration; ownership concentration; dividend yield; past performance; PCSE; panel data study;

   Abstract : Closed-end funds (CEF) have long been a crucial intermediary in the Swedish financial market by providing relatively inexpensive investment opportunities through their portfolio of public and non-public securities. Interestingly, although CEFs worldwide have been traded at a value below the cumulative value of their underlying portfolio, i.e. READ MORE

5. 4. Material Supply Risks for the Energy Transition: A Quantitative Analysis of Resources, Production Concentration and Geopolitical Risks

   University essay from Uppsala universitet/Institutionen för geovetenskaper

   Author : Ria Pozybill; [2022]
   Keywords : Sustainable development; Critical minerals; Geopolitical risks; Cobalt; Rare earths; Lithium;

   Abstract : The Paris Agreement aims to limit the global temperature to below 2°C above the pre-industrial level. In order to achieve this target, almost 200 countries committed to Nationally Determined Contributions to reduce their greenhouse gas emissions. Diverse strategies are applied to achieve the necessary emissions reductions. READ MORE

6. 5. Family farm and financial asset : external land ownership and family agriculture on the Swedish Plains

   University essay from SLU/Dept. of Urban and Rural Development

   Author : Hedvig Goldhahn; [2021]
   Keywords : financialization; family farming; land ownership; tenancy; Uppsala Akademiförvaltning;

   Abstract : In Sweden, the potential deregulation of the land market has been discussed in recent years, motivated by the increasing demand for external capital in agriculture. Corporate entities’ are currently restricted from purchasing farmland by the Swedish Land Acquisition Act. READ MORE