Essays about: "Anton Rapp"

Found 1 essay containing the words Anton Rapp.

  1. 1. Portfolio Optimization: The search for an optimal portfolio with cryptocurrencies and S&P 500

    University essay from

    Author : Anton Rapp; Henrik Thorwaldsson; [2022-07-11]
    Keywords : Portfolio optimization; Miniumum variance portfolio; Capital allocation line; Cryptocurrency; Diversification;

    Abstract : This thesis’ aim is to create an optimal portfolio consisting of Bitcoin, Ethereum and S&P 500. We also examine the minimum variance portfolio with the framework of Markowitz's mean variance optimization model. READ MORE