Advanced portfolio management using markowitz portfolio theory

Advanced portfolio management using markowitz portfolio theory

This thesis is submitted in partial fulfillment of the requirements for the degree of Bachelor of Science in Computer Science, 2019.

Bibliografiska uppgifter
Huvudupphovsmän: Kundu, Souvik, Khan, Mustaqim, Rahman, Faisal
Övriga upphovsmän: Majumdar, Mahbubul Alam
Materialtyp: Lärdomsprov
Språk:English
Publicerad: Brac University 2020
Ämnen:
Portfolio management
S&P 500
Markowitz model
Sharpe ratio
Efficient frontier
Volatility
Expected return
Länkar:http://hdl.handle.net/10361/13987

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