Essays about: "Fredrik Olsen"

Found 1 essay containing the words Fredrik Olsen.

  1. 1. Similarity-Based Grouping of a Universe of Securities

    University essay from Lunds universitet/Matematisk statistik

    Author : Fredrik Olsen; [2013]
    Keywords : Mathematics and Statistics;

    Abstract : Securities can be classified in multiple ways. One of the most common ways to classify securities is using Morningstar’s label system. For instance a fund can be Large-Value or Small-Growth. However, these systems have inherit limitations that makes it hard to properly maximize diversification in the selection of a portfolio. READ MORE