Merjenje razpršenosti portfelja : delo diplomskega seminarja

Peternelj, Ana (author), Košir, Tomaž (mentor)

• Language: Slovenian
• Keywords: finančna matematika, CAPM, število vrednostnih papirjev, informacijsko-teoretični pristopi, PCA metoda, Meuccijev pristop, mera diverzifikacije
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [A. Peternelj]
• Year: 2013
• Number of pages: 25 str.
• PID: 20.500.12556/RUL-96985
• UDC: 519.8
• COBISS.SI-ID: 16955481
• Publication date in RUL: 18.10.2017

Secondary language

• Language: English
• Title: Measuring diversification of portfolio
• Keywords: mathematics, capital asset pricing model, number of assets, information-theoretic approaches, principal component analysis, Meucci approach, measure of diversification