Essays about: "värdepapper"
Showing result 1 - 5 of 20 essays containing the word värdepapper.
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1. A Study on Algorithmic Trading
University essay from KTH/Hälsoinformatik och logistikAbstract : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. READ MORE
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2. Sustainable Versus Non-Sustainable Equities: An Empirical Analysis of Return, Risk and Liquidity
University essay from KTH/Matematik (Avd.)Abstract : In order to create a sustainable portfolio, more sustainable assets may be chosen to be included and less sustainable assets may be chosen to be excluded from the portfolio. A potential risk that could arise as a result, is that the choice to include or exclude assets may affect the liquidity profile of the portfolio. READ MORE
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3. The Black-Litterman Asset Allocation Model - An Empirical Analysis of Its Practical Use
University essay from KTH/Matematik (Avd.)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
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4. Mixed Integer Linear Programming for Allocation of Collateral within Securities Lending
University essay from KTH/Optimeringslära och systemteoriAbstract : A mixed integer linear programming formulation is used to solve the problem of allocating assets from a bank to its counterparties as collateral within securities lending. The aim of the optimisation is to reduce the cost of allocated collateral, which is broken down into the components opportunity cost, counterparty risk cost and triparty cost. READ MORE
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5. Securities settlement optimization using an optimization software solution
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Many people have engaged in the trading of stocks and other securities, but few are aware of how the transactions are executed. The process of transferring the ownership of securities, often in exchange for cash, is called securities settlement. READ MORE