Essays about: "risk allocation theory"

Showing result 6 - 10 of 55 essays containing the words risk allocation theory.

1. 6. Portfolio Optimization Problems with Cardinality Constraints

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Abolgasem Esmaeily; Felix Loge; [2023]
   Keywords : Portfolio Optimization; Modern Portfolio Theory MPT • Mixed Integer Programming MIP ; Efficient Frontier; Cardinality Constraints; Daily Returns; Expected Returns; Asset Allocation; Diversification;

   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

3. 7. The Implementation of the New Engineering Contract in Australia : An Institutional Perspective

   University essay from KTH/Fastigheter och byggande

   Author : Dannie O’Brien; [2022]
   Keywords : Institutional Theory; New Engineering Contract; Risk allocation; Collaboration; Standard Form Contracts; Instititutionell teori; New Engineering Contract; samarbete; riskfördelning; standardkontrakt;

   Abstract : Current traditional delivery models used in the Australian construction industry are seen as highly bespoke and adversarial where there is an inappropriate contractual risk allocation, lack of collaboration and poor project management. With the pipeline of investment compounded with the impact that global macroeconomic trends and events (e.g. READ MORE

4. 8. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default

   University essay from KTH/Matematik (Avd.)

   Author : Sofia Grägg; Paula Isacson; [2022]
   Keywords : Nonlinear optimization; network problem; transportation problem; Markowitz; credit risk; Loss Given Default; Loan to Value; collateral management; many-to-many relations; modern portfolio theory; expected loss; risk management; optimization; allocation; portfolio; modeling; Icke-linjär optimering; nätverksproblem; transportproblem; Markowitz; kreditrisk; förlust givet fallisemang; belåningsgrad; säkerhetshantering; många-till-många relationer; modern portföljteori; förväntad förlust; riskhantering; optimering; allokering; portfölj; modellering.;

   Abstract : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. READ MORE

5. 9. Business model alignment of small and medium enterprises during crisis : A single case study of a Swedish lifting equipment manufacturing company

   University essay from Högskolan i Halmstad/Akademin för företagande, innovation och hållbarhet

   Author : Mohammad Rasel Mahmud; [2022]
   Keywords : Alignment; Business model; Crisis; SME.;

   Abstract : To explore critical aspects and analyse factors in the alignment of a business model during thecrisis is the purpose of this study. This study considers only the perspective of small andmedium enterprises on barriers and facilitators of the crisis moment to align with the existingbusiness model. READ MORE

6. 10. Hierarchical Portfolio Allocation with Community Detection

   University essay from KTH/Matematik (Avd.)

   Author : Kiar Fatah; Taariq Nazar; [2022]
   Keywords : Portfolio Allocation; Hierarchical Clustering; Graph Theory; Community Detection; Modern Portfolio Theory; Portföljallokering; Hierarkisk klustring; Grafteori; Community Detection; Modern Portföljteori;

   Abstract : Traditionally, practitioners use modern portfolio theory to invest optimally. Its appeal lies in its mathematical simplicity and elegance. However, despite its beauty, the theory it is plagued with many problems, which are in combination called the Markowitz curse. READ MORE