Portföljoptimering som alternativ till indexfonder : Hur skulle en fond konstruerad enligt portföljoptimeringsmodeller utvecklas i jämförelse med index?
This paper investigates the possibilities to construct automatized portfolios based on optimizations strategies that could outperform comparable indexes. The study is based on time-series of Swedish stocks dating from 1986 to 2006. In the research four different portfolio optimization techniques wer...
| Main Authors: | , |
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| Format: | Others |
| Language: | Swedish |
| Published: |
Stockholms universitet, Företagsekonomiska institutionen
2006
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-6358 |