Essays about: "portfolio theory"
Showing result 6 - 10 of 317 essays containing the words portfolio theory.
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6. Stochastic Portfolio Optimization
University essay from KTH/Skolan för teknikvetenskap (SCI)Abstract : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. READ MORE
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7. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon
University essay from Jönköping University/Internationella HandelshögskolanAbstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE
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8. Portfolio Optimization Problems with Cardinality Constraints
University essay from KTH/Skolan för teknikvetenskap (SCI)Abstract : This thesis analyzes the mean variance optimization problem with respect to cardinalityconstraints. The aim of this thesis is to figure out how much of an impact transactionchanges has on the profit and risk of a portfolio. We solve the problem by implementingmixed integer programming (MIP) and solving the problem by using the Gurobi solver. READ MORE
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9. Macroeconomic Factors and their role in Moderating Diversification effect of Asset Classes in the EU
University essay from Umeå universitet/FöretagsekonomiAbstract : After the 2008 financial crisis, some have questioned the historically positive benefits ofdiversification, meanwhile others have stated a clear misunderstanding of whatdiversification entails. This study argues diversification is still viable in portfolio theory,and that more effort should be emphasized on macroeconomic factors’ role in theoptimal portfolio. READ MORE
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10. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios
University essay from Umeå universitet/FöretagsekonomiAbstract : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. READ MORE