delo diplomskega seminarja
Klara Pugelj (Author), Tomaž Košir (Mentor)

Abstract

Modeli pri upravljanju portfeljev

Keywords

finančna matematika;model povprečje-varianca;točka minimalne variance;učinkovita meja;faktorski modeli;ATP model;CAPM model;Black-Littermanov model;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [K. Pugelj]
UDC: 519.8
COBISS: 16599897 Link will open in a new window
Views: 730
Downloads: 291
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Portfolio optimization models
Secondary keywords: mathematics;mean-variance model;minimum variance portfolio;efficient frontier;arbitrage pricing theory;factor model;capital asset pricing model;Black-Litterman model;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 50 str.
ID: 10911079