Etd
Portfolio Optimization, CAPM & Factor Modeling Project
公开可下载的内容
open in viewerIn this project, we implement portfolio theory to construct our portfolio, applying the theory to real practice. There are 3 parts in this project, including portfolio optimization, Capital Asset Pricing Model (CAPM) analysis and Factor Model analysis. We implement portfolio theory in the portfolio optimization part. In the second part, we use the CAPM to analyze and improve our portfolio. In the third part we extend our CAPM to factor models to get a deeper analysis of our portfolio.
- Creator
- 贡献者
- Degree
- Unit
- Publisher
- Language
- English
- Identifier
- etd-042512-205343
- 关键词
- Advisor
- Defense date
- Year
- 2012
- Date created
- 2012-04-25
- Resource type
- Rights statement
- 最新修改
- 2021-01-28
关系
- 属于 Collection:
Permanent link to this page: https://digital.wpi.edu/show/9w032308p