Stock Price Simulation with Geometric Brownian Motion and Efficient Frontier

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...

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Dades bibliogràfiques
Autor principal:	Oketunji, A
Format:	Dataset
Idioma:	English
Publicat:	University of Oxford 2024

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