Browsing Πτυχιακές εργασίες / Bachelor Theses by Keywords "Greek stock exchange"

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  • Portfolio selection and analysis with max entropy principle.

    Η.Μ.U, School of Management and Economic Sciences (SMES), Management Science and Technology Dept.
    Authors: Chima, Maintinel
    Thesis advisor: Dimotikalis, Ioannis
    Publication Date: 2023-12-11
    The selection of an investment portfolio using the Maximum Entropy Principle is the subject of this thesis. The classical approach of "modern portfolio theory" proposed by Markowitz uses portfolio variance as a measure ...