title
Hierarhilise riskipariteedi (HRP) ja teiste portfelli optimeerimise meetodite võrdlev analüüs Taiwani aktsiaturul
Comparative analysis of Hierarchical Risk Parity (HRP) and other portfolio optimization methods in Taiwan stock market
author
Tung, Li Chia
keywords
Hierarchical Risk Parity
Portfolio Optimization
Taiwan Stock Market
Mean-
Variance Optimization
Maximum Diversification Portfolio
Risk Parity
bachelor's theses
bakalaureusetööd
aktsiaturg
Taiwan
supervisor
Tapver, Triinu
defence date
03.06.2024
language
eng
rights
Lõputöö kättesaadav TTÜ arvutivõrgus
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
Majandusteaduskond
School of Business and Governance
department / college
Majandusanalüüsi ja rahanduse instituut
Department of Economics and Finance