Sökning: "Andreas Johan Öberg"

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  1. 1. Noise Reducing Methods for Correlation Matrices - Improved Return and Risk Possible in Portfolio Management?

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Per Johan Andersson; Andreas Öberg; [2003]
    Nyckelord :Markowitz Mean Variance Theory; Random Matrix Theory; Power Mapping; Filtering techniques; Correlations; Risk and Diversification; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : The importance of the alluring goal of having the “perfect” or “true” information is more than visible in the financial world. In portfolio management financial correlation matrices measure the unsystematic correlations between assets e.g. stocks. LÄS MER