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.

Bibliografski detalji
Glavni autori: Kundu, Souvik, Khan, Mustaqim, Rahman, Faisal
Daljnji autori: Majumdar, Mahbubul Alam
Format: Disertacija
Jezik:English
Izdano: Brac University 2020
Teme:
Portfolio management
S&P 500
Markowitz model
Sharpe ratio
Efficient frontier
Volatility
Expected return
Online pristup:http://hdl.handle.net/10361/13987

Internet

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

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