Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 157 for “"Portfolio management."”.
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Benefits of portfolio management systems
… in Iceland. How they are managing their project portfolio and what they are using to do so. If they are using some systems or tools, what kind of procedures and what is in their opinion are benefits of good, reliable Project Portfolio Management System. As it turns out PPM seems to have still a …
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Essays in delegated portfolio management
… the organizational forms of delegated portfolio management. The first chapter proposes a theory of the organizational forms of investment vehicles based on adverse selection. Investors delegate the management of a pool of assets to an agent because of her superior but privately known …
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Next-Generation Intelligent Portfolio Management
… Reinforcement Learning (DRL) is transforming portfolio management. This thesis presents a pioneering portfolio management framework that leverages Transformer-based models and Large Language Models (LLMs) to enhance return predictions and sentiment extraction from extensive financial texts …
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Applications of optimal portfolio management
… thesis revolves around applications of optimal portfolio theory. In the first essay, we study the optimal portfolio allocation among convergence trades and mean reversion trading strategies for a risk averse investor who faces Value-at-Risk and collateral constraints with and without fear of …
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Positional Momentum and Liquidity Portfolio Management
This thesis introduces a new positional momentum management strategy based on the expected future ranks of asset returns and trade volume changes predicted by a bivariate Vector Autoregressive (VAR) model. Chapter one provides some facts about the relationship between return and trade volume …
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On some aspects of portfolio management
We study the on-line portfolio and the stochastic portfolio investment algorithms and test them with historical data sets. With regard to the stochastic portfolio we develop an optimal formula to manage the portfolio with daily trading in terms of the weights that are assigned to the different …
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Project Portfolio Management Utilization in Icelandic Organizations
Modern organizations are turning to Project Portfolio Management (PPM) in order to implement corporate strategy. Icelandic organizations, in a post-2008 global financial crisis, are no exceptions. While Project Management has been practiced and studied in Iceland for more than a decade, little is …
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Portfolio management and deferred maintenance at universities
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, February 2000.
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Higher moment models for risk and portfolio management
… topics related to the dynamic modelling and management of risk, with a particular emphasis on the generation of asymmetric and fat tailed behavior observed in practise. Specifically, extensions to the dynamics of the popular GARCH model, to capture time variation in higher moments, are …
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Active portfolio management adapted for the emerging markets
… excess return against the benchmark from active portfolio management. In this paper, after defining what an active portfolio is, we tested various alpha generating strategies empirically in the emerging markets and reviewed possible asset allocation models as implementation methods for those …
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Real property portfolio management : a decision-support model
… the performance of corporate real property portfolios are still at a very rudimentary stage in their development. This thesis concentrates on the space inventory system of a large corporation and presents a model for determining fair comparisons between buildings across the portfolio. A …
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Export Credit Guarantees: Information Evaluation, Valuation, and Portfolio Management
The third aspect examined is the management of a guarantee portfolio. A framework is needed to understand the tradeoff between extending guarantees and their expected liability to the guarantor. The actions of a guarantor are modeled, and it is shown that a risk-efficient guarantee program would …
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Complexity cost quantification and modeling for strategic portfolio management
This project explores portfolio management and planning through effectively reducing complexity within operations. We apply this to a major healthcare company (referred to as Company X). The anticipated launch of new molecules and formulations into the existing high mix product portfolio presents …
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