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).


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.

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