Financial Portfolios, Modern Portfolio Theory, and Asset Pricing
-
Updated
Aug 16, 2022 - Jupyter Notebook
Financial Portfolios, Modern Portfolio Theory, and Asset Pricing
Compute least squares estimates and IVX estimates with pairwise quantile predictive regressions (R package)
Python notebooks for the assignments done for the course of sustainable finance for the SMT master at EPFL
This repository contains the mixed integer linear programming model to find the optimal portfolio for risk averse and risk neutral person given return data and constraints of risk, returns, number of asset products to choose and number of asset product classes to chose.
Add a description, image, and links to the optimal-portfolio topic page so that developers can more easily learn about it.
To associate your repository with the optimal-portfolio topic, visit your repo's landing page and select "manage topics."