Essays about: "mean‐variance"

Found 1 essay containing the word mean‐variance.

  1. 1. Smart Beta Investering Baserad på Makroekonomiska Indikatorer

    University essay from KTH/Matematisk statistik

    Author : Alexandra Andersson; [2015]
    Keywords : ;

    Abstract : 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