Essays about: "Modern portföljteori MPT"
Found 2 essays containing the words Modern portföljteori MPT.
1. Market frictions effect on optimal real estate allocation in a multi-asset portfolio : A study of the Swedish marketUniversity essay from KTH/Fastigheter och byggande
Abstract : The weight of real estate in a multi-asset portfolio is a highly discussed matter and the main purpose for every investor is to reach an optimal diversification. The aim of the thesis is to apply a new allocation model, which considers market imperfections characterized by real estate. READ MORE
2. Multivariate Financial Time Series and Volatility Models with Applications to Tactical Asset AllocationUniversity essay from KTH/Matematisk statistik
Abstract : The financial markets have a complex structure and the modelling techniques have recently been more and more complicated. So for a portfolio manager it is very important to find better and more sophisticated modelling techniques especially after the 2007-2008 banking crisis. READ MORE