Vērtspapīru portfeļu analīze, izmantojot Beijesa metodes
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Latvijas Universitāte
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lav
Abstract
Bakalaura darbs veltīts finanšu portfeļiem, to uzbūvei un veidošanai. Tiek apskatītas galvenās definīcijas un matemātiskas formulas, lai izprastu, kas ir finanšu portfelis un kāda ir tā uzbūve kopumā. Portfeļu veidošana tiek salīdzināta un analizēta, izmantojot dažādas metodes, tai skaitā arī Beijesa metodi ar Bleka - Littermana modeli. Darbs papildināts ar piemēriem.
The main thesis of this work is financial portfolios, their structure and how to construct them. Main definitions and mathematical formulas are covered to understand what a financial portfolio is and how it is structured in general. The creation of portfolios is compared and analyzed using various methods, including the Bayesian method using Black - Litterman model. The work is supplemented with examples.
The main thesis of this work is financial portfolios, their structure and how to construct them. Main definitions and mathematical formulas are covered to understand what a financial portfolio is and how it is structured in general. The creation of portfolios is compared and analyzed using various methods, including the Bayesian method using Black - Litterman model. The work is supplemented with examples.