Blar i Studentoppgaver (TN-IEP) på forfatter "Kim, Sergey"
-
Probabilistic Portfolio Modeling in Python
Kim, Sergey (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 ...