diplomsko delo
Barbara Jeza (Author), Aleš Ahčan (Mentor)

Abstract

Optimizacija portfelja z uporabo Black in Littermanovega modela

Keywords

trg kapitala;investicije;portfolio;modeli;optimizacija;donos;komparacije;analiza;

Data

Language: Slovenian
Year of publishing:
Source: Ljubljana
Typology: 2.11 - Undergraduate Thesis
Organization: UL EF - Faculty of Economics
Publisher: [B. Jeza]
UDC: 336.76
COBISS: 18377446 Link will open in a new window
Views: 829
Downloads: 206
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Other data

Secondary language: Unknown
Secondary keywords: capital market;investments;portfolio;models;optimization;yield;comparisons;analysis;
Type (COBISS): Undergraduate thesis
Thesis comment: Univ. v Ljubljani, Ekonomska fakulteta
Pages: II, 50 str., 6 str. pril.
Keywords (UDC): social sciences;družbene vede;economics;economic science;ekonomija;ekonomske vede;finance;finance;money;monetary system;banking;stock exchanges;denar;monetarni sistem;bančništvo;borzništvo;
ID: 49547
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