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.

Bibliografiske detaljer
Main Authors: Kundu, Souvik, Khan, Mustaqim, Rahman, Faisal
Andre forfattere: Majumdar, Mahbubul Alam
Format: Thesis
Sprog:English
Udgivet: Brac University 2020
Fag:
Portfolio management
S&P 500
Markowitz model
Sharpe ratio
Efficient frontier
Volatility
Expected return
Online adgang:http://hdl.handle.net/10361/13987

Internet

http://hdl.handle.net/10361/13987

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