Tid: 28 januari 2008 kl 15.15-16.00

Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!

Föredragshållare: Emelie Puchot

Titel: Asset Management. (Examensarbete)

Sammanfattning: This thesis deals with portfolio optimization when applying Tactical Asset Allocation. Moreover, we review a number of quantitative measures that can be applied to fund selection. We show how these measures can generate a `short list' of interesting funds to meet the targeted risk budget.

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