Essays about: "portfolio incorporation"

Showing result 1 - 5 of 7 essays containing the words portfolio incorporation.

  1. 1. Evaluation of portfolio optimization methods on decentralized assets and hybridized portfolios

    University essay from KTH/Matematik (Avd.)

    Author : Reza Salam Dalfi; Noel Mattar; [2022]
    Keywords : Traditional assets; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfolio; Optimization; Risk measurements; Traditionella tillgångar; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfölj optimering; Riskmått;

    Abstract : The market for decentralised financial instruments, more commonly known as cryptocurrencies, has gained momentum over the past recent years and the application areas are many. Modern portfolio theory has for years demonstrated its applicability to traditional assets, such as equities and other instruments, but to some extent omitted the application of mathematical portfolio theory with respect for cryptocurrencies. READ MORE

  3. 2. Macroeconomic factors in Probability of Default : A study applied to a Swedish credit portfolio

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

    Author : Hermina Antonsson; [2018]
    Keywords : Macroeconomic factors; Probability of Default; IFRS 9; credit risk; mortgage loans; Makroekonomiska faktorer; Probability of Default; IFRS 9; kreditrisk; bolån;

    Abstract : Macroeconomic conditions can impact the payment capacity of individual mortgage holders' household loans. If the clients of a bank's retail credit portfolio experience deteriorating paymentcapacity it will reflect on the probability of default of the overall portfolio. READ MORE

  4. 3. Black-Litterman Portfolio Allocation Stability and Financial Performance with MGARCH-M Derived Views

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Jens Norell; Eric Dove; [2016]
    Keywords : Financial Econometrics; Black-Litterman; Asset Allocation Stability; MGARCH-M; Business and Economics;

    Abstract : 2 Abstract This paper deploys methodology typically utilized in financial econometrics, namely univariate and multivariate GARCH-M forecasting techniques, as inputs into the Black-Litterman asset allocation process. While previous works have examined the usefulness in deploying select GARCH specifications as a source for the required Black-Litterman views vector, to the best of our knowledge, this is the first such work comparing the effects of select GARCH specification on asset allocation volatility. READ MORE

  5. 4. Additional Value in Project Portfolio Selection : Doing the right things by right valuation – Gains of real options portfolio theory

    University essay from Blekinge Tekniska Högskola/Sektionen för management

    Author : Andreas Trägårdh; [2016]
    Keywords : Project portfolio selection; Project portfolio management; Real options; Innovation project; Dynamic capabilities; R NPD; ENPV;

    Abstract : Purpose: The purpose of this thesis is to address the, by scholars and managers alike, expressed need of development in the project portfolio selection. The research will aim to investigate how the selection of innovation projects portfolios could change if flexibility, and with it uncertainty, were added to the project portfolio selection. READ MORE

  6. 5. Assessment and Integration of Environmental and Social Impacts in Project Selection : The Case of Oil Industry in Albania

    University essay from Handelshögskolan vid Umeå universitet

    Author : Ervis Smakaj; [2011]
    Keywords : Project; Portfolio Selection; Corporate Strategy; Sustainable Development Dimensions; Environmental Social Impact Assessment;

    Abstract : Sustainable development is becoming more and more essential in the way companies behave and perform. The concern regarding the environment and the society reflects a broader concept and perception on how business should be conducted. READ MORE