Testing a portfolio theory on Hong Kong data

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dc.contributor.advisorGáll, József
dc.contributor.authorHuang, Moshan
dc.contributor.departmentDE--Informatikai Karhu_HU
dc.date.accessioned2019-11-20T12:44:22Z
dc.date.available2019-11-20T12:44:22Z
dc.date.created2019-11-19
dc.description.abstractMy main aim of this thesis is to test the model on Hong Kong data to observe changes, focusing on the tangency portfolio and the minimum variance portfolio. And this thesis tried to find how the best combinations of stocks and make some rational explanations for them.hu_HU
dc.description.courseBusiness Informaticshu_HU
dc.description.degreeBSc/BAhu_HU
dc.format.extent42hu_HU
dc.identifier.urihttp://hdl.handle.net/2437/276545
dc.language.isoenhu_HU
dc.subjectHong Konghu_HU
dc.subjectangency portfoliohu_HU
dc.subjectminimum variance portfoliohu_HU
dc.subject.dspaceDEENK Témalista::Informatikahu_HU
dc.titleTesting a portfolio theory on Hong Kong datahu_HU
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