Essays about: "case studies Mean-variance optimization in Excel"

Found 1 essay containing the words case studies Mean-variance optimization in Excel.

  1. 1. Hedge Funds in a Traditional Portfolio : A Quantitative Case Study Made on the Swedish Hedge Fund Market

    University essay from Handelshögskolan vid Umeå universitet

    Author : Daniel Sundqvist; [2009]
    Keywords : Hedge funds; portfolio optimization; markowitz; mean-variance; efficient frontier; case study; skewness; kurtosis; sortino ratio; sharpe ratio; downside deviation; omega ratio;

    Abstract : Hedge funds are a debated subject in today’s financial industry. During 2008, despite hedge funds absolute return target, the global hedge fund industry showed a negative performance whilst the Swedish hedge fund market performed relatively well in comparison. READ MORE