Portfolio optimization using Most Diversified portfolio strategy

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dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.advisorOllila, Esa
dc.contributor.authorNikkari, Daniel
dc.contributor.schoolSähkötekniikan korkeakoulufi
dc.contributor.supervisorAalto, Samuli
dc.date.accessioned2021-12-21T09:10:24Z
dc.date.available2021-12-21T09:10:24Z
dc.date.issued2021-12-12
dc.format.extent37
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/111825
dc.identifier.urnURN:NBN:fi:aalto-2021122110967
dc.language.isoenen
dc.programmeSähkötekniikan kandidaattiohjelmafi
dc.programme.majorInformaatioteknologiafi
dc.programme.mcodeELEC3015fi
dc.subject.keywordmodern portfolio theoryen
dc.subject.keywordmost diversified portfolioen
dc.subject.keywordminimum variance portfolioen
dc.subject.keywordequal weights portfolioen
dc.subject.keywordcapitalization-weighted indexen
dc.subject.keywordHelsinki stock exchangeen
dc.titlePortfolio optimization using Most Diversified portfolio strategyen
dc.typeG1 Kandidaatintyöfi
dc.type.dcmitypetexten
dc.type.ontasotBachelor's thesisen
dc.type.ontasotKandidaatintyöfi

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