Essays about: "portfolio optimization"

Showing result 11 - 15 of 201 essays containing the words portfolio optimization.

1. 11. Implementing Life Cycle Assessment in the Product Development Process : Creating a simplified LCA-tool to support decision making and implement sustainability as a design parameter

   University essay from Linköpings universitet/Industriell miljöteknik

   Author : Markus Johansson; Jonatan Sars; [2023]
   Keywords : ;

   Abstract : Design is described as the main factor influencing a product's sustainability, and with industrial growth, global interest in sustainability issues has also increased. Furthermore, the design process is an important part when companies are to reduce climate impact of their products, and that the demand for more environmentally friendly products is increasing. READ MORE

3. 12. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability

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

   Author : Max Thorendal; [2023]
   Keywords : ;

   Abstract : 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. 13. 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

5. 14. ESG Rating Divergence & Portfolio Consequences of Relying on a Single Rating Provider - A study conducted on companies in the Nordic region

   University essay from Jönköping University

   Author : Saga Sköld; Malin Wassberg; [2023]
   Keywords : ESG; ESG Divergence; Sustainable Finance; Portfolio Optimization; Efficient Frontier;

   Abstract : This thesis investigates how ESG ratings for Nordic companies vary between two ESG providers, and how the risk and expected return differs between two highly rated ESG portfolios according to the two providers. In doing so, we aim to contribute to research on the topic of ESG divergence as it is of great importance for investors that this subject is studied further. READ MORE

6. 15. Merton's Portfolio Problem under Jourdain--Sbai Model

   University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Author : Sajedeh Saadat; [2023]
   Keywords : Merton’s Optimal Investment-Consumption Problem; Dynamic Programming; Hamilton-Jacobi-Bellman equation; Stochastic Volatility Model; Finite-difference method; Crank-Nicolson.;

   Abstract : Portfolio selection has always been a fundamental challenge in the field of finance and captured the attention of researchers in the financial area. Merton's portfolio problem is an optimization problem in finance and aims to maximize an investor's portfolio. READ MORE