Portföljoptimering med courtageavgifter
Ever since it was first introduced in an article in the Journal of Finance 1952, Harry Markowitz’ mean - variance model for portfolio selection has become one of the best known models in finance. The model was one of the first in the world to deal with portfolio optimization mathematically and have...
| Main Authors: | , |
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| Format: | Others |
| Language: | Swedish |
| Published: |
KTH, Optimeringslära och systemteori
2014
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146748 |