Essays about: "Ossian Krödel"

Found 1 essay containing the words Ossian Krödel.

  1. 1. Portfolio Optimization with Market State Analysis

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Rasmus Jerndal; Ossian Krödel; [2018]
    Keywords : ;

    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