Blar i BI Open på forfatter "Bøe, Peter Røtvold"
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Goal-Based Portfolios - A mean-variance optimization approach with subportfolios -
Bøe, Peter Røtvold; Ruud, Emil Sverre Heiervang (Master thesis, 2018)This thesis analysis the goal-based portfolio optimization approach and compares it to established theories of portfolio management. First, we review previous literature on the topic of portfolio optimization. Second, ...