Sökning: "Tawfiq Shams"

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  1. 1. Modern Portfolio Trading with Commodities

    Kandidat-uppsats, Akademin för hållbar samhälls- och teknikutveckling

    Författare :Rahul Duggal; Tawfiq Shams; [2010]
    Nyckelord :Modern portfolio theory; Commodities; Mean-variance optimization; MATLAB;

    Sammanfattning : There is a big interest for alternative investment strategies than investing in traditional asset classes. Commodities are having a boom dynamic with increasing prices. This thesis is therefore based on applying Modern Portfolio Theory concept to this alternative asset class. LÄS MER