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.

Dades bibliogràfiques
Autors principals:	Kundu, Souvik, Khan, Mustaqim, Rahman, Faisal
Altres autors:	Majumdar, Mahbubul Alam
Format:	Thesis
Idioma:	English
Publicat:	Brac University 2020
Matèries:	Portfolio management S&P 500 Markowitz model Sharpe ratio Efficient frontier Volatility Expected return
Accés en línia:	http://hdl.handle.net/10361/13987

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