Essays about: "Tawfiq Shams"

Found 1 essay containing the words Tawfiq Shams.

  1. 1. Modern Portfolio Trading with Commodities

    University essay from Akademin för hållbar samhälls- och teknikutveckling

    Author : Rahul Duggal; Tawfiq Shams; [2010]
    Keywords : Modern portfolio theory; Commodities; Mean-variance optimization; MATLAB;

    Abstract : There is a big interest for alternative investment strategies than investing in traditional asset classes. Commodities are having a boom dynamic with increasing prices. This thesis is therefore based on applying Modern Portfolio Theory concept to this alternative asset class. READ MORE