Sökning: "Edith Frisk Gärtner"

Hittade 1 uppsats innehållade orden Edith Frisk Gärtner.

1. 1. Robust Portfolio Optimization

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

   Författare :Anna Mårtensson; Edith Frisk Gärtner; [2023]
   Nyckelord :Mathematics; Optimization and Systems Theory;

   Sammanfattning : The objective of robust portfolio optimization is to find a way to allocate capital to some financial assets such that portfolio return is maximized in the worst-case scenario, which is desirable for investors with a low tolerance for risk. This study aims to apply the robust approach to asset allocation based on 30 of the biggest stocks on the Stockholm Stock Exchange. LÄS MER