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

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MD5: 83F2080939C997D5BD3A760EB3B2056A
PID: 20.500.12556/rul/827608e5-d6a8-4772-8f39-5ed3a9866b2b

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
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[K. Pugelj]
Year:2012
Number of pages:50 str.
PID:20.500.12556/RUL-96858 This link opens in a new window
UDC:519.8
COBISS.SI-ID:16599897 This link opens in a new window
Publication date in RUL:17.10.2017
Views:2420
Downloads:388
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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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