Browsing SAM - Master i Økonomi og administrasjon – siviløkonom by Subject "Optimization"
Now showing items 1-1 of 1
-
Volatility Forcasting and Portfolio Optimization
(Master thesis, 2021)This thesis investigates the relationship between volatility forecasting and portfolio performance. The aim is to use stylized facts about financial asset returns to improve the accuracy of volatility forecasts and see ...