In this thesis, portfolio optimisation is used to evaluate if a specific sample of portfolios have a higher risk level or lower expected return, compared to what may be obtained through optimisation. It also compares the return of optimised portfolios with the
The purpose of this thesis is to investigate if an investor can apply Modern Portfolio Theory (MPT) in order to achieve a higher return than investing in an index portfolio. Combining a strong portfolio that beats the market in the longrun would
The final aim of this thesis is to evaluate opportunities and risk factors of investing in China, in terms of pros and cons, and also to elaborate an optimal portfolio strategy. The pros regarding investments in China are (1) the economic liberalisation