Stock Price Simulation with Geometric Brownian Motion and Efficient Frontier
Through the experiment, I was able to optimise a stock portfolio and draw an efficient frontier. In addition, I created random and equal-weighted portfolios, which I then compared with the efficient frontier. The findings were clear and consistent. Buying a random portfolio was found to significantl...
| المؤلف الرئيسي: | |
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| التنسيق: | Dataset |
| اللغة: | English |
| منشور في: |
University of Oxford
2024
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