Algoritemska optimizacija portfelja opcij na evropskem trgu emisijskih kuponov : magistrsko delo

Rihar, Gaja (author), Berk Skok, Aleš (mentor)

• Language: Slovenian
• Keywords: trg kapitala, opcije, emisijski kuponi, portfolio, optimizacija, algoritmi, trgovanje, analiza
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: [G. Rihar]
• Year: 2021
• Number of pages: III, 51 str.
• PID: 20.500.12556/RUL-129309
• UDC: 336
• COBISS.SI-ID: 50210051
• Publication date in RUL: 02.09.2021

RIHAR, Gaja, 2021, Algoritemska optimizacija portfelja opcij na evropskem trgu emisijskih kuponov : magistrsko delo [online]. Master’s thesis. Ljubljana : G. Rihar. [Accessed 11 June 2025]. Retrieved from: http://www.cek.ef.uni-lj.si/magister/rihar4130-B.pdf

Secondary language

• Language: English
• Title: Algorithmic optimization of options portfolio on the European carbon emissions market
• Keywords: capital market, options, emissions coupons, portfolio, optimization, algorithms, trading, analysis