Essays about: "Adam Eidenvall"
Found 1 essay containing the words Adam Eidenvall.
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1. Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics
University essay from Lunds universitet/Matematisk statistikAbstract : Many agree that estimating portfolio risks has better estimation possibilities, than estimations on returns. Therefore investors attempts to construct better, more efficient riskmanaged portfolios by diversifying portfolios through factors rather than traditional asset classes. READ MORE
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