This presentation includes topics related to financial analysis and risk management. It covers Monte Carlo Simulation and Modern Portfolio Theory, as well as alternative approaches to Markowitz's theories. It also discusses the use of PUT options in risk strategies and includes a 20-day simulation ...
Stock Investment Simulation
International Investment
24.07.21
,Agenda 01 Monte Carlo Simulation on Stock Prices
02 Modern Portfolio Theory of Markowitz
03 Alternative Approach: Markowitz 2.0
04 Risk Strategy – PUT Options
05 20-days Simulation Assessment
06 Time Series Analysis
2
, Overview and Assumptions on our Initial Portfolio
The benefits of buying summaries with Stuvia:
Guaranteed quality through customer reviews
Stuvia customers have reviewed more than 700,000 summaries. This how you know that you are buying the best documents.
Quick and easy check-out
You can quickly pay through credit card or Stuvia-credit for the summaries. There is no membership needed.
Focus on what matters
Your fellow students write the study notes themselves, which is why the documents are always reliable and up-to-date. This ensures you quickly get to the core!
Frequently asked questions
What do I get when I buy this document?
You get a PDF, available immediately after your purchase. The purchased document is accessible anytime, anywhere and indefinitely through your profile.
Satisfaction guarantee: how does it work?
Our satisfaction guarantee ensures that you always find a study document that suits you well. You fill out a form, and our customer service team takes care of the rest.
Who am I buying these notes from?
Stuvia is a marketplace, so you are not buying this document from us, but from seller jospisfil. Stuvia facilitates payment to the seller.
Will I be stuck with a subscription?
No, you only buy these notes for $6.96. You're not tied to anything after your purchase.