Essays about: "Ossian Krödel"
Found 1 essay containing the words Ossian Krödel.
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1. Portfolio Optimization with Market State Analysis
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : This bachelor thesis examines if portfolio allocation models can be reversed to find the investor’s perceived probabilities of different market states. This is achieved through a method which optimizes an inverted convex program with respect to market states from an assumed optimized portfolio of n securities. READ MORE
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