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.

Bibliografiset tiedot
Päätekijät: Kundu, Souvik, Khan, Mustaqim, Rahman, Faisal
Muut tekijät: Majumdar, Mahbubul Alam
Aineistotyyppi: Opinnäyte
Kieli:English
Julkaistu: Brac University 2020
Aiheet:
Portfolio management
S&P 500
Markowitz model
Sharpe ratio
Efficient frontier
Volatility
Expected return
Linkit:http://hdl.handle.net/10361/13987

Internet

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

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