Investment portfolio optimization with CVaR risk measure and Collar strategy

Michał Lubaś

Abstract

n/a
Diploma typeMaster of Science
Author Michał Lubaś IAiIS
Michał Lubaś,,
- The Institute of Control and Computation Engineering
Title in PolishOptymalizacja portfela inwestycji z opcyjną strategią zabezpieczającą typu collar
Supervisor Adam Artur Krzemienowski IAiIS
Adam Artur Krzemienowski,,
- The Institute of Control and Computation Engineering
Certifying unitFaculty of Electronics and Information Technology (FEIT)
Affiliation unitThe Institute of Control and Computation Engineering (AK)
Languagepl polski
StatusFinished
Issue date (year)2013
Internal identifierENIA-002647


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