Sökning: "Bayes-Stein"

Hittade 2 uppsatser innehållade ordet Bayes-Stein.

1. 1. Exploring the Diversification Benefits of NFT Sectors

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Alexander Ekberg; Albin Wägmark; [2023]
   Nyckelord :Non-Fungible Tokens; NFTs; Diversification; Bayes-Stein; Markowitz;

   Sammanfattning : This study investigates the evolving diversification benefits of adding Non-Fungible Token (NFT) sector indices to a portfolio consisting of traditional assets. Focusing on two investor types with contrasting risk appetites, this research examines the diversification potential before and after the 2020 Bullrun. LÄS MER

3. 2. The Black-Litterman Model: An Investigation of Confidence

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Per Malm; [2021]
   Nyckelord :Keywords: Black-Litterman model; Idzorek’s extension; Confidence; Sensitivity; Business and Economics;

   Sammanfattning : This paper examines Idzorek’s extension of the Black-Litterman model with respect to confidence levels and makes a general comparison with the Canonical Reference Model. To test Idzorek’s method a global equities portfolio is constructed using assets representing nine different countries consisting in total of 80. LÄS MER