Essays about: "Magnús Ólafur Sigurdsson"
Found 1 essay containing the words Magnús Ólafur Sigurdsson.
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1. A Utility Approach: Strategy Analysis and Optimization
University essay from Lunds universitet/Matematisk statistikAbstract : Utility theory and Monte Carlo simulations are used to calculate optimal allocation for long term as well as, risk averse investors with a portfolio consisting of one risky asset and one risk-free bank account. The problems solved in this thesis are divided into two types, static and dynamic. READ MORE
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