Sökning: "Younes Djehiche"
Hittade 2 uppsatser innehållade orden Younes Djehiche.
1. A Neural Networks Approach to Portfolio Choice
Master-uppsats, KTH/Matematisk statistikSammanfattning : This study investigates a neural networks approach to portfolio choice. Linear regression models are extensively used for prediction. With the return as the output variable, one can come to understand its relation to the explanatory variables the linear regression is built upon. LÄS MER
2. Implementation of mean-variance and tail optimization based portfolio choice on risky assets
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : An asset manager's goal is to provide a high return relative the risk taken, and thus faces the challenge of how to choose an optimal portfolio. Many mathematical methods have been developed to achieve a good balance between these attributes and using di erent risk measures. LÄS MER