Essays about: "mean‐variance"
Found 1 essay containing the word mean‐variance.
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1. Smart Beta Investering Baserad på Makroekonomiska Indikatorer
University essay from KTH/Matematisk statistikAbstract : This thesis examines the possibility to find a relationship between the Nasdaq Nordea Smart Beta Indices and a series of macroeconomic indicators. This relationship will be used as a signal-value and implemented in a portfolio consisting of all six smart beta indices. READ MORE
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