Essays about: "Amir Kheirollah"

Found 1 essay containing the words Amir Kheirollah.

  1. 1. A Quantitative Risk Optimization of Markowitz Model : An Empirical Investigation on Swedish Large Cap List

    University essay from Institutionen för matematik och fysik

    Author : Oliver Bjärnbo; Amir Kheirollah; [2007]
    Keywords : Optimisation; Portfolio theory; Stock Market; Markowitz; Excel Modeling; VaR; Sharpe ratio;

    Abstract : This paper is an empirical study on Harry Markowitz work on Modern Portfolio Theory. The model introduced by him assumes the normality of assets’ return. We examined the OMX Large Cap List1 by mathematical and statistical methods for normality of assets’ returns. READ MORE