Graph theoretic approach for risk management
How an investor should manages his or her risk exposure when investing, especially in today’s volatile financial markets? Signed graphs have been shown to provide tangible relationships and correlations between different assets, e.g. currencies, commodities or derivatives. Using a graph the...
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| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2011
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/45369 |
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| 總結: | How an investor should manages his or her risk exposure when investing, especially
in today’s volatile financial markets? Signed graphs have been shown to provide
tangible relationships and correlations between different assets, e.g. currencies,
commodities or derivatives. Using a graph theoretical approach, I have created
different portfolios, using different assets and a timeline of 7 years and more, to
further explain how signed graphs can effectively manage an investor’s risk
exposure. |
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