Sökning: "Erik Lagerström"
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1. An Empirical Study of Modern Portfolio Optimization
Master-uppsats, KTH/Matematisk statistikSammanfattning : Mean variance optimization has shortcomings making the strategy far from optimal from an investor’s perspective. The purpose of the study is to conduct an empirical investigation as to how modern methods of portfolio optimization address the shortcomings associated with mean variance optimization. LÄS MER
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