Browsing NHH Brage by Author "Bock, Lars Tobias"
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The Three Musketeers of Portfolio Allocation: Risk, Return, and Machine Learning: A data-driven approach to portfolio allocation using machine learning and Markowitz in the Norwegian equity market
Morstad, Hans Oscar; Bock, Lars Tobias (Master thesis, 2021)The portfolio selection problem is one of the most discussed topics in financial literature. Harry Markowitz (1952) is recognized as the first to formalize the risk-reward trade-off methodology used in portfolio selection. ...