Essays about: "transaktionskostnader"

Showing result 1 - 5 of 29 essays containing the word transaktionskostnader.

  1. 1. Optimal Time-Varying Cash Allocation

    University essay from KTH/Matematisk statistik

    Author : David Olanders; [2020]
    Keywords : Statistics; Applied Mathematics; Optimization; Cash Allocation; Network Theory; Mixed Integer Linear Program; Transaction Costs; Branch-and-Cut; Statistik; tillämpad matematik; optimering; kapitalallokering; nätverksteori; Mixed Integer Linear Program; transaktionskostnader; Branch-and-Cut;

    Abstract : A payment is the most fundamental aspect of a trade that involves funds. In recent years, the development of new payment services has accelerated significantly as the world has moved further into the digital era. This transition has led to an increased demand of digital payment solutions that can handle trades across the world. READ MORE

  2. 2. Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities

    University essay from Lunds universitet/Matematisk statistik

    Author : Henning Tansjö; [2020]
    Keywords : Jump estimation; Hidden Markov model; financial time series; clustering; unsupervised learning.; Mathematics and Statistics;

    Abstract : The Hidden Markov model is applicable to a wide variety of fields. Applied to financial time series, its assumed underlying state sequence can reflect the time series' tendency to behave differently over different periods of time. In many situations, models could be improved by including exogenous data. READ MORE

  3. 3. Blockchain Technology in the Energy Transition : An Exploratory Study on How Electric Utilities Can Approach Blockchain Technology

    University essay from KTH/Energiteknik; KTH/Energiteknik

    Author : Charlotta Edeland; Therese Mörk; [2018]
    Keywords : ;

    Abstract : The blockchain activity within the energy sector is high, and the list of use cases is continuouslygrowing. The distributed and immutable nature of blockchain technology could potentially beleveraged to accelerate the ongoing transition to more decentralized and digitalised energy systemsand to address some of the challenges the industry is facing. READ MORE

  4. 4. What are we protecting? - A study of the Swedish regulation of deal protection arrangements

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Marcus Gustavsson; [2018]
    Keywords : associationsrätt; bolagsrätt; company law; law and economics; aktiemarknadsrätt; stock exchange law; comparative law; komparativ rätt; företagsförvärv; takeover; m a; aktiebolagsrätt; Law and Political Science;

    Abstract : The thesis evaluates and examines the effects of the Swedish regulation of deal protection arrangements by looking to the impact of the provision on the Swedish capital market and target shareholders. The foundations of the Swedish takeover regulation are examined by presenting and arguing the relevant provisions in, and relationship between, stock exchange law, corporate law and EU law. READ MORE

  5. 5. Quantitative Portfolio Construction Using Stochastic Programming

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Aidin Ashant; Elisabeth Hakim; [2018]
    Keywords : Asset Allocation; Dynamic Portfolio Construction; Stochastic Programming; Scenario Generation; Multivariate GARCH; DCC-GARCH; Copula-GARCH; Transaction Costs; Mean-Absolute Deviation; Risk Parity; Mean-Variance; Tillgångsallokering; Dynamisk Portfölj Konstruktion; Stokastisk Programmering; Scenario Generation; Multivariat GARCH; DCC-GARCH; Copula- GARCH; Transaktionskostnader; Mean-Absolute Deviation; Risk Parity; Mean-Variance;

    Abstract : In this study within quantitative portfolio optimization, stochastic programming is investigated as an investment decision tool. This research takes the direction of scenario based Mean-Absolute Deviation and is compared with the traditional Mean-Variance model and widely used Risk Parity portfolio. READ MORE