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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| Format: | Final Year Project |
| Language: | English |
| Published: |
Nanyang Technological University
2024
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| Online Access: | https://hdl.handle.net/10356/181292 |
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| Institution: | Nanyang Technological University |
| Language: | English |
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