Mean-Variance Portfolio Optimisation

This simple project consists of definining time series, either from a given history or from a given model, for stocks or assets in order to calculate their returns and variances. The constructed mean-variance portfolio is then optimised using several methods and analysed.

Project Team

Coordinators

Ömür Uğur
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Project Members

Bahri Tokmak
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Members of PhiloMath interested in the Project

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