Sökning: "Samuel Öhman"

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  1. 1. Beating the MSCI USA Index by Using Other Weighting Techniques

    Master-uppsats, KTH/Matematisk statistik

    Författare :Trotte Boman; Samuel Jangenstål; [2017]
    Nyckelord :;

    Sammanfattning : In this thesis various portfolio weighting strategies are tested. Their performance is determined by their average annual return, Sharpe ratio, tracking error, information ratio and annual standard deviation. LÄS MER