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...
| Hovedforfatter: | |
|---|---|
| Format: | Dataset |
| Sprog: | English |
| Udgivet: |
University of Oxford
2024
|