Browsing Master theses by Author "Nestenborg, John"
Now showing items 1-1 of 1
-
The benefits of optimized portfolios- An empirical comparison between optimized portfolios and benchmarks
Nestenborg, John; Petersson, Simon (2022-06-29)Uncertainty about the future is an everlasting part of investing. This study aims at testing the historical performance out-of-sample for optimized portfolios and if the performance was superior to benchmarks. 11 different ...