Essays about: "Nils Tesch"

Found 1 essay containing the words Nils Tesch.

  1. 1. Application of Mean Absolute Deviation Optimization in Portfolio Management

    University essay from KTH/Matematisk statistik

    Author : Gustav Rehnman; Nils Tesch; [2018]
    Keywords : Portfolio Theory; Linear Programming; Mean Absolute Deviation; Black-Litterman; Portföljteori; Linjär Programmering; Mean Absolute Deviation; Black-Litterman.;

    Abstract : This thesis is an implementation project of a portfolio optimization model, with the purpose of creating a decision support tool. It aims to provide quantitative input to the portfolio construction process at Handelsbanken Fonder, by applying Konno & Yamazaki’s Mean Absolute Deviation method, with a Feinstein & Thapa modification. READ MORE