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Found 2 essays matching the above criteria.

1. 1. How to Get Rich by Fund of Funds Investment - An Optimization Method for Decision Making

   University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

   Author : Sabina Colakovic; [2022]
   Keywords : Modern Portfolio Theory; Markowitz Model; Mean-Variance Optimization; Valueat-Risk; Conditional Value-at-Risk; Geometric Mean Return; Efficient Frontier; Portfolio Optimization; Markowitz 2.0;

   Abstract : Optimal portfolios have historically been computed using standard deviation as a risk measure.However, extreme market events have become the rule rather than the exception. To capturetail risk, investors have started to look for alternative risk measures such as Value-at-Risk andConditional Value-at-Risk. READ MORE

3. 2. The Mathematical Formulation and Practical Implementation of Markowitz 2.0

   University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Author : Erick Momanyi; [2017]
   Keywords : ;

   Abstract : Standard Deviation is a commonly used risk measures in risk management and portfolio optimization. Optimal portfolios have normally been computed using standard deviation as the measure of choice for risk. READ MORE