Sökning: "Taras Prykhodko"

Hittade 1 uppsats innehållade orden Taras Prykhodko.

  1. 1. Downside Risk, Upside Uncertainty and Portfolio Selection

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

    Författare :Taras Prykhodko; [2010]
    Nyckelord :Asset allocation; Risk and uncertainty; Portfolio theory; The St. Petersburg Paradox; The Allais Paradox; The Ellsberg Paradox.;

    Sammanfattning : The traditional portfolio optimization models make predictions about investors´ behavior that deviate from the empirical observations. This thesis develops a simple model for the asset allocation under risk and uncertainty. LÄS MER