Essays about: "Henrik Gripenvik"
Found 1 essay containing the words Henrik Gripenvik.
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1. Portfolio optimization: A trading strategy based on time varying volatility
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : This thesis evaluates the possibility of making relatively reliable forecasts of future variances, covariances and returns of a portfolio of risky assets. The forecasts are used as input- variables in a trading strategy based on the Markowitz portfolio optimization algorithm forming an ex ante-optimal portfolio of stocks. READ MORE
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