Portfolio optimization with behavioral biases

This research aims to understand and quantify the impact of behavioural biases on portfolio performance. Using historical data from U.S. exchange-traded funds (ETFs) representing key sectors, the study employs Monte Carlo simulation to generate simulated returns that reflect underlying assumed marke...

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書目詳細資料
主要作者: Koh, Fabian Ye Jun
其他作者: Yan Zhenzhen
格式: Final Year Project
語言:English
出版: Nanyang Technological University 2024
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在線閱讀:https://hdl.handle.net/10356/181292
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機構: Nanyang Technological University
語言: English

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