Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Portföljoptimering"'
Autor:
Hörnfeldt, Philip, Svensson, Erik
In recent years, sustainable investments have risen in popularity as a result of climate change. However, there is a shortage of reliable tools to aid investors in allocating their funds more sustainably, while still ensuring maximum profitability. A
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-341861
Autor:
Nydahl, Pelle
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. I
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-340415
Autor:
Cederberg, Idun, Cui, Ida
This thesis aims to investigate different types of optimization methods that can be used when optimizing fund of fund portfolios. Moreover, the thesis investigates which funds that should be included and what their respective portfolio weights should
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-337198
Autor:
Persson, Sebastian, Hansson, Niklas
Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-337190
In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-328089
In 2023, the topic of ongoing inflation is being discussed almost daily as it has become inevitable. The global economy is facing significant uncertainty and downward pressure as several leading developed nations adopted expansionary fiscal policies
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______260::8c423faf0864b1096648c0c6b77f44e3
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-328089
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-328089
Autor:
Lavatt, Rafael
This thesis investigates how neural networks can be used to produce investors' views for the Black-Litterman market model. The study uses two data sets, one with global stock market indexes and one with stock market data from the S&P 500. The task of
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-337121
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
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-319394
Autor:
Molnö, Victor
This thesis considers a deep learning approach to a dynamic portfolio optimization problem. A proposed deep learning algorithm is tested on a simplified version of the problem with promising results, which suggest continued testing of the algorithm,
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-304667
Autor:
Malmberg, Olle, Wellenstam, Joakim
In recent years, quantum computers have achieved new levels of sophistication and are by some estimates only a few years from being used in production. A growing body of literature points toward their potential uses within various industries, with th
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-296676