Essays about: "Frequency-specific beta decomposition"
Found 1 essay containing the words Frequency-specific beta decomposition.
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1. Spectral Portfolio Optimisation with LSTM Stock Price Prediction
University essay from KTH/Matematisk statistikAbstract : Nobel Prize-winning modern portfolio theory (MPT) has been considered to be one of the most important and influential economic theories within finance and investment management. MPT assumes investors to be riskaverse and uses the variance of asset returns as a proxy of risk to maximise the performance of a portfolio. READ MORE
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