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486 Uppsatser om Mean-variance portfolio optimization - Sida 6 av 33
Internationell diversifiering i portföljinvesteringar av institutionella investerare.Internationell jämförelse med fokus i Japan
Background: The global capital markets have enlarged investment opportunities and thus also the sources of funds for companies which increasingly face global markets for their services and products. Huge capital movements show that investors are constantly searching ways to minimise risk and maximise returns. In the light of the substantial growth of assets in institutional funds, an important question for international finance is the degree to which institutional investors have diversified their portfolios internationally. Purpose: The purpose of this study is to examine the international diversification of portfolio investments of institutional investors in Japan, the US and the UK and deepen into international diversification in portfolios of Japanese institutional investors. Demarcations: Institutional investors can use their power directly in companies or indirectly through capital markets.
Inkludering en del av en klass? : Hur 12 pedagoger tänker kring inkludering och dess innebörder.
Background: Investors have several options to choose from when the goal is to achieve the highest yield at the lowest cost and risk. Stocks are a common investment options, but is also associated with risks. Portfolios are usually constructed with several different assets to reduce the unsystematic risk of investment. Funds are similar to composite stock portfolios, the big difference is that they dealt with in their entirety and investors may not affect the fund's content. The problem remains that whether you choose stocks or mutual funds there is still uncertainty as to how the future will unfold.
Empirisk studie av Föreningssparbankens aktieindexobligationer
Abstrakt Syftet med uppsatsen är att empiriskt undersöka om Föreningssparbanken lyckats generera riskjusterad överavkastning genom utgivna aktieindexobligationer. Detta kommer att undersökas genom att räkna ut Sharpe kvoten för respektive aktieindexobligation och jämföra den mot den underliggande tillgångens Sharpe kvot. Undersökningsdata är beräknade på månadsbasis och sträcker sig över drygt tio år för att fånga produkten i upp samt nedgångar på börsen. Vi har med hjälp av vedertagna ekonomiska jämförelsemått undersökt om det går att påvisa någon skillnad i Sharpe kvot för aktieindexobligationerna och dess underliggande tillgång. Resultaten av studien visar att Föreningssparbanken inte lyckats generera en högre riskjusterad avkastning än de underliggande tillgångarna.
Sökmotoroptimering : Metoder för att förbättra sin placering i Googles sökresultat
This paper is a literature study on search engine optimization (SEO) considering the leader of the search engine market: Google. There´s an introductory background description of Google and its methods of crawling the Internet and indexing the web pages, along with a brief review of the famous PageRank algorithm. The purpose of this paper is to describe the major important methods for improved rankings on Google´s result lists. These methods could be categorized as on-page methods tied to the website to be optimized or off-page methods that are external to the website such as link development. Furthermore the most common unethical methods are described, known as ?black hat?, which is the secondary purpose of the text.
Bitcoin : En jämförande studie om risk och avkastning på europamarknaden
This study is about the potential advantages as an investment option in a portfolio. The study shows that the incorporation of bitcoins in a portfolio, even to a small degree, gives significant increases of both risk and return. The different studied portfolios sharpe ratio rises, which in turn shows that the risk reducing return increases when bitcoins is used as an investment option.This study is based on Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins by Brière, Oosterlinck and Szafarz. The authors of this study have compared their own results with the study mentioned and seen its similarities and differences. The study investigated a total of eleven different assets percentage return over 192 weeks ranging from July 2010 to March 2014.
Pedagogiska miljöer : Barns och pedagogers uppfattningar om den pedagogiska miljöns erbjudande utifrån ett genusperspektiv
Background: Investors have several options to choose from when the goal is to achieve the highest yield at the lowest cost and risk. Stocks are a common investment options, but is also associated with risks. Portfolios are usually constructed with several different assets to reduce the unsystematic risk of investment. Funds are similar to composite stock portfolios, the big difference is that they dealt with in their entirety and investors may not affect the fund's content. The problem remains that whether you choose stocks or mutual funds there is still uncertainty as to how the future will unfold.
Studie av introduktionen av NorFor Plan för foderstatsberäkning till mjölkkor i Sverige :
NorFor is a cooperative project between the consulting organisations owned by the farmers in the Nordic countries ? Sweden, Norway, Denmark and Iceland. The project started in 2001
and the outcome, the system for ration calculation NorFor Plan and the model for evaluating the ration NorFor Evaluation, was completed in 2006. Along with NorFor Plan economical optimization are available and according to literature, the optimization will generate a 2 öre lower feed cost per kg milk, and thereby improve the profit for the farmer. The use of NorFor Plan in Sweden for feed optimization during spring 2008 has been very small.
In this study eight herds in the middle of Sweden fed half the herd according to the classical system used in Sweden and the other half according to NorFor Plan system.
Är en schimpans bättre på att skapa avkastning än en professionell fondförvaltare? : En jämförande studie om historisk avkastning av förvaltade fonder och slumpmässigt genererade portföljer
Background: Investors have several options to choose from when the goal is to achieve the highest yield at the lowest cost and risk. Stocks are a common investment options, but is also associated with risks. Portfolios are usually constructed with several different assets to reduce the unsystematic risk of investment. Funds are similar to composite stock portfolios, the big difference is that they dealt with in their entirety and investors may not affect the fund's content. The problem remains that whether you choose stocks or mutual funds there is still uncertainty as to how the future will unfold.
En dold stämpling : - En kvalitativ studie om i vilken utsträckning ett utlänsklingande namn påverkar individens möjlighet att bli kallad till arbetsintervju
Background: Investors have several options to choose from when the goal is to achieve the highest yield at the lowest cost and risk. Stocks are a common investment options, but is also associated with risks. Portfolios are usually constructed with several different assets to reduce the unsystematic risk of investment. Funds are similar to composite stock portfolios, the big difference is that they dealt with in their entirety and investors may not affect the fund's content. The problem remains that whether you choose stocks or mutual funds there is still uncertainty as to how the future will unfold.
Belåning av aktier : har riskerna underskattats?
Investors? use borrowing as a way to profit from leverage advantages in their portfolios.When investors borrow with their securities as safety for the loan and the value of thesecurities decrease the investor can get a portfolio with more credit than what is covered bythe value of the securities and risk huge losses. To what extent an investor is allowed toborrow with his portfolio as safety depends on the bank or broker and varies between theproviders. By studying available material and in addition to that making an empirical study Iattempt to find out the reason for the varying degrees of leverage possibilities between thebrokers and how the degree of maximum borrowing on the securities are decided. Thefindings show that decision of leverage degree on a security is made after first making aquantitative analysis of the stocks volatility and liquidity and thereafter make a qualitativeanalysis of the company.
IT-systemsutvärdering för konsultverksamheter Vid val av nytt system att sälja
Konsultverksamheter har idag en stor mängd system och leverantörer att välja mellan vid
val av att bli återförsäljare till ett nytt system. Denna mängd av system kan vid vissa
tillfällen ställa till osäkerhet i form av vilket system som passar bäst in i verksamhetens
portfolio. Genom en effektiv utvärdering kan dock detta avhjälpas och det system som
passar bäst för verksamhet väljas. Uppsatsen bygger på en kvalitativ litteraturstudie där
också en intervju utförts. Vidare har de teoretiska utgångspunkterna hämtats utifrån
modeller såsom Standardsystem i Verksamheter och Välja och Förvalta Standardsystem.
Dessa modeller ligger sedermera till grund för den modell som presenteras i uppsatsen
och förenklar konsultverksamheternas problematik med att fatta ett genomarbetat val av
system till sin portfolio..
Risk management i läkemedelsindustrin : Hur användbara är optimeringsmodeller vid urval av projektportföljer?
Risk management har historiskt sett associerats med riskminimering och undvikande. Men framför allt inom project portfolio management har ett skifte inletts mot ett proaktivt tillvägagångssätt för att hantera risk, snarare än reaktivt. På så sätt uppnås en holistisk analys av risk som tar hänsyn till både positiva och negativa avvikelser på mål. Syftet med detta arbete är att undersöka hur användbara optimeringsmodeller är i läkemedelsindustrin ur ett risk management-perspektiv. Modellerna som undersöks är capital budgeting problem, goal programming och contingent portfolio programming.
Portfoliometoden i textilslöjden
Detta examensarbete syftar till att skildra hur några textilslöjdslärare arbetar med portfoliometoden i textilslöjden och hur de ser på sitt arbetssätt. Syftet är även att ta reda på vilka för- och nackdelar lärarnas ser med portfoliometoden, då den används i textilslöjden. Det finns väldigt lite litteratur om portfoliometoden i textilslöjden. Litteraturdelen består därför av en beskrivning av portfoliometoden utifrån basämnena. Examensarbetets undersökning baseras på intervjuer med fyra textilslöjdslärare.
Optimering av ett småskaligtvattenkraftsystem
This master thesis covers the seasonal planning of a small scale hydropower system. The system in this study is owned and operated by Mälarenergi Vattenkraft AB. The total system consists of 4 different main rivers with 24 hydropower stations and several dams. The total installed power in the system is 43.75 MW. Most of the hydropower stations are regarded as small scale hydropower stations and thus entitled to green certificates.In this report the issue of planning is formulated as an optimization problem.
TOC and TQM Utilized in a Mass Customization Production Environment
Background: Mass customization has been identified as a competitive business strategy by both companies and academics because of its ability to incorporate the voice of the customer into companies? products and services. Although mass customization may sound appealing, the strategic concept is still developing and firms adopting this business strategy face several challenges. Production concerns are of high relevance since mass customization implies a high level of customer involvement in the product design. Since the areas are closely linked it is reasonable to ask how a mass customization strategy affects production concerns.