Essays about: "portfolios"

Showing result 21 - 25 of 743 essays containing the word portfolios.

  1. 21. Environmental Leverage through Sport Event Portfolios : A Case Study of Östersund

    University essay from Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turism

    Author : Tami Lanzendorf; [2023]
    Keywords : sport events; sport tourism; sustainable destination development; event portfolio; environmental sustainability; event leverage;

    Abstract : This study analyzes how sport event portfolios can be used in a targeted manner to enable environmental event leverage and promote the sustainable development of a destination from an environmental perspective. For this purpose, semi-structured expert interviews as qualitative research methods were conducted to gain in-depth insights from different angles. READ MORE

  3. 22. Robust Portfolio Optimization with Correlation Penalties

    University essay from KTH/Matematisk statistik

    Author : Pelle Nydahl; [2023]
    Keywords : Portfolio Optimization; Portfolio Allocation; Robust Optimization; Correlation; Risk Factor Model; EMA Filtering; Weighted Linear Regression; Portföljoptimering; Portföljallokering; Robust optimering; Korrelation; Riskfaktor-modell; EMA-filtrering; Viktad linjär regression;

    Abstract : Robust portfolio optimization models attempt to address the standard optimization method's high sensitivity to noise in the parameter estimates, by taking an investor's uncertainty about the estimates into account when finding an optimal portfolio. In this thesis, we study robust variations of an extension of the mean-variance problem, where an additional term penalizing the portfolio's correlation with an exogenous return sequence is included in the objective. READ MORE

  4. 23. Sustainability Filtration and Optimization: A Stepwise Integration Approach

    University essay from KTH/Matematik (Avd.)

    Author : Soroosh Jalaei; [2023]
    Keywords : Sustainability; Modern Portfolio Theory; Optimization; Sequential Quadratic Programming; Optimal ESG Portfolio.; Hållbarhet; Modern portföljteori; Optimering; Sequential Quadratic Programming; Optimal ESG-portfölj.;

    Abstract : This thesis explores the integration of sustainability into Modern Portfolio Theory (MPT) optimization by introducing stepwise filtration and optimization. This study acknowledges the growing importance of sustainability in investment strategies and modifies the traditional MPT framework to include environmental, social, and governance (ESG) factors. READ MORE

  5. 24. Stochastic Portfolio Optimization

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Alexander Tedestedt; Tobias Eriksson; [2023]
    Keywords : stochastic; portfolio; optimization;

    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

  6. 25. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Vladislovas Urbonavicius; Iulia Chirita; [2023]
    Keywords : Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

    Abstract : 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