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dc.contributor.authorBøe, Peter Røtvold
dc.contributor.authorRuud, Emil Sverre Heiervang
dc.date.accessioned2018-12-20T10:19:54Z
dc.date.available2018-12-20T10:19:54Z
dc.date.issued2018
dc.identifier.urihttp://hdl.handle.net/11250/2578468
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2018nb_NO
dc.description.abstractThis 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, we identify the investor’s problem and define the methodology. Further, we perform a quantitative analysis of the goal-based portfolio optimization approach. We use historical asset returns to simulate future portfolio outcomes and analyse the performance of an investment according to goal-based portfolio theory. We find that by dividing an investment into multiple subportfolios, and optimizing each subportfolio separately, decreases the portfolios probability of failure. We conclude that an investor, with specific goals beyond attaining highest possible return, is better off investing in subportfolios as opposed to a single portfolio.nb_NO
dc.language.isoengnb_NO
dc.publisherHandelshøyskolen BInb_NO
dc.subjectfinansnb_NO
dc.subjectfinancenb_NO
dc.titleGoal-Based Portfolios - A mean-variance optimization approach with subportfolios -nb_NO
dc.typeMaster thesisnb_NO


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