Etd

 

Financial Mathematics Project Public

Downloadable Content

open in viewer

This project describes the underlying principles of Modern Portfolio Theory, the Capital Asset Pricing Model (CAPM), and multi-factor models in detail, explores the process of constructing optimal portfolios using the Modern Portfolio Theory, estimates the expected return and covariance matrix of assets using CAPM and multi-factor models, and finally, applies these models in real markets to analyze our portfolios and compare their performances.

Last modified
  • 01/28/2021
Creator
Contributors
Degree
Unit
Publisher
Language
  • English
Identifier
  • etd-042412-230508
Keyword
Advisor
Defense date
Year
  • 2012
Date created
  • 2012-04-24
Resource type
Rights statement
License

Relationships

In Collection:

Items

Permanent link to this page: https://digital.wpi.edu/show/h702q650b