Är det möjligt att göra en riskjusterad överavkastning med hjälp av aktiva investeringsmetoder?
This essay investigates the possibility to make a risk adjusted return that outperforms index, OMXS30, by using one of three different investing methods. In other words it is a study which tests whether investors ought to choose a passive or active approach in investing. The methods described and examined, are mean-variance, minimum variance and shortfall constraint. When investigating the differe