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Modeli pri upravljanju portfeljev : delo diplomskega seminarja
Pugelj, Klara (Author), Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window

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Language:Slovenian
Keywords:finančna matematika, model povprečje-varianca, točka minimalne variance, učinkovita meja, faktorski modeli, ATP model, CAPM model, Black-Littermanov model
Work type:Final seminar paper (mb14)
Tipology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Year:2012
Publisher:[K. Pugelj]
Number of pages:50 str.
UDC:519.8
COBISS.SI-ID:16599897 Link is opened in a new window
Views:193
Downloads:163
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Secondary language

Language:English
Title:Portfolio optimization models
Keywords:mathematics, mean-variance model, minimum variance portfolio, efficient frontier, arbitrage pricing theory, factor model, capital asset pricing model, Black-Litterman model

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