Essays about: "return risk"
Showing result 21 - 25 of 826 essays containing the words return risk.
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21. Robust Portfolio Optimization with Correlation Penalties
University essay from KTH/Matematisk statistikAbstract : 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
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22. Att vårda och bevara - Närmare om vård- och bevarandeplikten vid hyra av lös sak i kommersiella förhållanden
University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakultetenAbstract : Renting movable property is both practical and cheap. In many cases it serves as an alternative to buying. Renting has ancient origins and was previously referred to as “saklega”. Two aspect that distinguishes the rental relationship from other types of contracts is the renter’s duty of care1 and the owner’s duty of preservation. READ MORE
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23. Sustainability Filtration and Optimization: A Stepwise Integration Approach
University essay from KTH/Matematik (Avd.)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
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24. Do Stocks Outperform Treasury Bills? Evidence From a Swedish Setting
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Most Swedish stocks listed since 1983 post lifetime buy-and-hold returns that are less than one-month Swedish Treasury bills. In terms of risk-adjusted returns for the same time horizon, individual Swedish stocks vastly underperform value-weighted benchmarks when measured with a Sharpe ratio. READ MORE
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25. Does the Fee Affect the Performance of Real Estate Funds? : An Explanatory Study on the Swedish, Norwegian, Finnish Market
University essay from Umeå universitet/FöretagsekonomiAbstract : Over the past decades, investing and saving in mutual funds has become a popular alternativefor generating returns. Interest continues to grow and is widespread among different types ofinvestors, ranging from small-scale savers to professional investors, as well as differentgeographic markets. READ MORE