Sökning: "FLPM"

Hittade 1 uppsats innehållade ordet FLPM.

  1. 1. Evaluation of portfolio optimization methods on decentralized assets and hybridized portfolios

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Reza Salam Dalfi; Noel Mattar; [2022]
    Nyckelord :Traditional assets; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfolio; Optimization; Risk measurements; Traditionella tillgångar; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfölj optimering; Riskmått;

    Sammanfattning : The market for decentralised financial instruments, more commonly known as cryptocurrencies, has gained momentum over the past recent years and the application areas are many. Modern portfolio theory has for years demonstrated its applicability to traditional assets, such as equities and other instruments, but to some extent omitted the application of mathematical portfolio theory with respect for cryptocurrencies. LÄS MER