Modeli pri upravljanju portfeljev : delo diplomskega seminarja

Pugelj, Klara (author), Košir, Tomaž (mentor)

• 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
• UDC: 519.8
• COBISS.SI-ID: 16599897
• Publication date in RUL: 17.10.2017

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