Essays about: "Emil Bylund Åberg"

Found 1 essay containing the words Emil Bylund Åberg.

  1. 1. Strategy Analysis and Portfolio Allocation : A study using scenario simulation and allocation theories to investigate risk and return

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Emil Bylund Åberg; Johannes Fåhraeus; [2020]
    Keywords : Allocation theories; Markowitz; Black-Litterman; scenario modeling; risk measures; return; benchmark; investment strategy; Allokerings teorier; Markowitz; Black-Litterman; scenario moderering; riskmått; avkastning; jämförelseindex; investerings strategier;

    Abstract : Portfolio allocation theories have been studied and used ever since the mid 20th century. Nevertheless, many investors still rely on personal expertise and information gathered from the market when building their investment portfolios. READ MORE