Browsing Studentoppgaver (TN-IEP) by Subject "probability"
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Probabilistic Portfolio Modeling in Python
(Masteroppgave/UIS-TN-IEP/2019;, Master thesis, 2019-06-14)The portfolio selection problem has been known for centuries. However, Markowitz (1952) was the first to introduce a robust framework for optimized portfolios on financial markets. Later this approach was applied in the ...