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The objective of this project is to learn how the Nobel Prize winning, Optimal Portfolio Theory (by Harry Markowitz), works in practice. The for the stock portfolio is plotted. The stock portfolio possibilities space is derived by assigning different weights for each stock using a random number generator. To let the computer select the optimal portfolio, the efficient frontier-Sharpe Ratio is used. In this case, the portfolio corresponding to the largest Sharpe Ratio is the optimal portfolio.
Finance and Statistics Models Set (Set 1) Start
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