Essays about: "risk allocation theory"

Showing result 11 - 15 of 55 essays containing the words risk allocation theory.

  1. 11. Public Procurement of Innovations: A study on contributing toward climate neutrality within the construction sector

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

    Author : Ilakia Amirthalingam; Nellie Kramer; [2022]
    Keywords : Public Procurement; LOU; Innovation; Sustainability; Climate-neutrality; Offentlig Upphandling; LOU; Innovation; Hållbarhet; Klimatneutralitet;

    Abstract : Large players within the construction sector have launched the goal of becoming climate-neutral by 2045. In Sweden, the construction sector accounts for approximately 20 % of the country's total emissions. READ MORE

  3. 12. Markov Chains as a Real-time System Monitoring Service : Numerical Repair Rate Optimization (RRO)

    University essay from Mälardalens universitet/Akademin för innovation, design och teknik

    Author : Emil Carmegren; [2022]
    Keywords : Markov Chains; Dependability Evaluation; Probability Theory;

    Abstract : The expansion and increased complexity of technology is undoubtedly consistent and one can intuitively suppose that this trajectory will not deviate from this course in the years to come. On a continuous basis, concepts that started of as some hypothetical or abstract notions without practical relevance gets transferred to the modern state of our current technology. READ MORE

  4. 13. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics

    University essay from Lunds universitet/Matematisk statistik

    Author : Adam Eidenvall; [2021]
    Keywords : Hierarchical Clustering; Asset Allocation; Portfolio Construction; Graph Theory; Machine Learning; Risk Parity; Regime Shift; Bootstrapping; Walk Forward; Mathematics and Statistics;

    Abstract : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. READ MORE

  5. 14. The Black-Litterman Asset Allocation Model - An Empirical Analysis of Its Practical Use

    University essay from KTH/Matematik (Avd.)

    Author : Hampus Ernstsson; Max Börjes Liljesvan; [2021]
    Keywords : Black-Litterman model; asset allocation; portfolio optimization; investor views; portfolio management; Black-Litterman model; tillgångsallokering; portföljoptimering; investerarens förväntade avkastningar; portföljförvaltning;

    Abstract : Modern portfolio theory has its attractive characteristics of promoting diversification in a portfolio and can be seen as an easy alternative for setting optimal weights for portfolio managers. Furthermore, as portfolio managers try to beat a defined benchmark for their portfolio the Black-Litterman model allows them to include their own prospects on the future return of markets and securities. READ MORE

  6. 15. 'The world has changed; these days, women are the ones who are keeping their families'. Gender norms, women's economic empowerment and male capture in the rural Tanzanian poultry value-chain

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Viktor Johansson; [2021]
    Keywords : Sustainable Development; Gender Studies; Women s Empowerment; Gender Norms; Poultry; Tanzania;

    Abstract : The study presented in this thesis aimed to explore how gender norms in four rural districts in Kilimanjaro and Lindi Region of Tanzania might influence rural women chicken farmers' economic empowerment when an urban vendor introduces an improved breed of chicken. More specifically, the following aims were explored: the normative expectations for husbands and wives in the communities researched, and how these expectations may influence intra-household negotiation processes following a market-led intervention within the Tanzanian poultry value-chain;                                                                                                                                                                   if and how intra-household resource allocation may be changed if profits were to increase within a women-led business. READ MORE