Tid: 20 september 1999 kl 1515-1600
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Fredrik Wikefeldt
Titel: Optimal portfolios and time horizons (Examensarbete).
Sammanfattning:
We investigate how to calculate the optimal portfolio distribution given a time horizon, i.e. the time during which the money will be invested. We also describe how to compute a suitable time horizon given a portfolio distribution. All the results are implemented in a Windows-based computer program, called Portfolio Simulator.