Essays about: "Gustaf Callert"

Found 1 essay containing the words Gustaf Callert.

  1. 1. A performance investigation and evaluation of selected portfolio optimization methods with varying assets and market scenarios

    University essay from KTH/Matematisk statistik

    Author : Gustaf Callert; Filip Halén Dahlström; [2016]
    Keywords : Portfolio optimization; Asset allocation; Evaluation ratios; Asset pricing; Risk measures; Monte Carlo simulation; Bootstrapping;

    Abstract : This study investigates and evaluates how different portfolio optimization methods perform when varying assets and financial market scenarios. Methods included are mean variance, Conditional Value-at-Risk, utility based, risk factor based and Monte Carlo optimization. READ MORE