STOCK AND STRUCTURED WARRANT PORTFOLIO OPTIMIZATION USING STOCHASTIC VOLATILITY
Individual and institutional stock market investor perform a poor risk management. They buy stocks without considering the downside risk. Therefore, this research will use quantitative simulation to help investor in their investment decision that is suitable with their expected return and risk appet...
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/75210 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
Be the first to leave a comment!