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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Oketunji, A
स्वरूप:	Dataset
भाषा:	English
प्रकाशित:	University of Oxford 2024

समान संसाधन

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