Essays about: "Nils Tesch"
Found 1 essay containing the words Nils Tesch.
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1. Application of Mean Absolute Deviation Optimization in Portfolio Management
University essay from KTH/Matematisk statistikAbstract : 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
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