Detecting a risk mismatch between actual investment portfolio and its strategic asset allocation

Title

Detecting a risk mismatch between actual investment portfolio and its strategic asset allocation

Author

Lagerweij, Z.A.

Contributor

Oosterlee, C.W. (mentor)
Fokkink, R.J. (mentor)
Van der Meulen, F.H. (mentor)
Kramer, B. (mentor)

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Applied mathematics

Date

2012-12-18

To reference this document use:

http://resolver.tudelft.nl/uuid:bbe25dba-c11b-4be2-bda2-8b38fef2b6ca

Embargo date

2015-12-10

Part of collection

Student theses

Document type

master thesis

Rights

(c) 2012 Lagerweij, Z.A.