magistrsko delo
Tea Perko (Author), Dejan Velušček (Mentor)

Abstract

Alokacija sredstev s pariteto tveganj

Keywords

finančna matematika;upravljanje sredstev;pariteta tveganj;enako uteževanje;minimalna varianca;portfeljska optimizacija;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [T. Perko]
UDC: 519.22
COBISS: 17718617 Link will open in a new window
Views: 826
Downloads: 397
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Other data

Secondary language: English
Secondary title: Risk parity approach to portfolio asset allocation
Secondary keywords: mathematics;asset management;risk parity;equally-weighted;minimum variance;portfolio optimization;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: IV, 56 str.
ID: 10911012