Research is based on Portfolio optimization and it uses 2 different theories to optimize portfolios. Data set which is 20 financial instruments/assets obtained from the S&P 500 for the year 2016. Data to be optimized on matlab using 2 theories of portfolio optimization - 1)Markowitz & 2)VaR (Value at Risk) / CVaR (Conditional Value at Risk.
Data anyalsis to be created with a comparison of both theories.
Data analysis : - a) chapter one – Work done and results obtained
b) chapter two - Discussion of results
All work should be original and harvard referenced.
15 szabadúszó tett átlagosan £166 árajánlatot erre a munkára
Hi, I am expert in portfolio optimization. I am very familiar with Markowitz,VaR and CVaR. I can help you with high quality. Pls, ping me to discuss about the project more. Thanks.