Essays about: "DJIA thesis"

Found 2 essays containing the words DJIA thesis.

1. 1. Constructing an Index Fund Using Interior Point Primal- Dual Method

   University essay from Akademin för utbildning, kultur och kommunikation

   Author : Kamta Celestin; Sampid Marius Galabe; [2011]
   Keywords : Index fund; interior point method; primal dual method; linear programming model;

   Abstract : Optimization methods nowadays play a very important role in financial decisions such as portfolio managements, construction of index funds and pension funds.  This Master Thesis is devoted to the problem of an index fund construction. READ MORE

3. 2. Gold During Recessions : A study about how gold can improve the performance of a portfolio during recessions

   University essay from IHH, Redovisning och finansiering

   Author : Tobias Helmersson; Hana Kang; Robin Sköld; [2008]
   Keywords : Gold; Recessions; Portfolio Allocation; Optimal Portfolio; Minimum Variance Portfolio; Correlation; Return to Risk Ratio; DJIA.;

   Abstract : Problem When choosing topic for this study the economy was on the brink of a recession. Many experts made varying statements regarding this fact, and further readings in this area led us to question: can an in- clusion of gold enhance the performance in an index portfolio dur- ing recessions? And if so, how much should be allocated to gold? Purpose The purpose of this thesis is to look back at the historical price de- velopment of gold and DJIA during recessions in order to find out whether an inclusion of gold can improve a DJIA index portfolio held in today’s recession. READ MORE