Essays about: "Linnéa Gyllberg"

Found 1 essay containing the words Linnéa Gyllberg.

  1. 1. Portfolio Optimization Problems with Transaction Costs

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Stina Gustavsson; Linnéa Gyllberg; [2023]
    Keywords : Portfolio optimization; variable transaction costs; fixed transaction costs;

    Abstract : Portfolio theory is a cornerstone of modern finance, and it is based on the idea that an investor can reduce risk by diversifying their investments across various assets. In practice, Harry Markowitz mean-variance optimization theory is expanded upon by taking into account variable and fixed transaction cost, making the model slightly more reliable. READ MORE