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...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Final Year Project |
| Language: | English |
| Published: |
Nanyang Technological University
2024
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/181292 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Language: | English |