Uppsatser om mean-variance portfolio optimization

2 uppsatser

Portföljoptimering med courtageavgifter

Kandidatuppsats · KTH

… introduced in an article in the Journal of Finance 1952, Harry Markowitz? mean - variance model for portfolio selection has become one of the best known models in finance. The model was one of the first in the world to deal with portfolio optimization mathematically and have …

Kommunfullmäktigeledamöters sociala representation -en fallstudie i tre svenska kommuner av kön, ålder och etnicitet

Magisteruppsats · Linköpings universitet

… of risk and return prediction models were evaluated using traditional mean-variance portfolio construction methods, which were optimized for Sharpe ratios. These provided a significant increase in risk adjusted returns relative to the aggregated hedge fund universe. The …