Sökning: "Alexander Tedestedt"

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  1. 1. Stochastic Portfolio Optimization

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Alexander Tedestedt; Tobias Eriksson; [2023]
    Nyckelord :stochastic; portfolio; optimization;

    Sammanfattning : The main purpose for an aggressive investor is to maximize the return in theinvestments. But in order to do so the risk should be taken into consideration.In this thesis, we utilize Markowitz portfolio theory, one of the standard modelsfor maximizing return while considering risk. LÄS MER