About this document
Construction of Novel Portfolio Based On Modern Portfolio Theory by coredoeddy is a document available to read on EtoBox.
This study constructs a novel investment portfolio based on Modern Portfolio Theory (MPT) using five types of assets, including cryptocurrencies and futures, to optimize returns and manage risks. Through 100,000 Monte Carlo simulations, the research identifies the Efficient Frontier and discusses weight allocation strategies that maximize the Sharpe Ratio, highlighting the importance of asset diversification. The findings suggest that investors should consider their risk tolerance and preferences when const
- Author
- coredoeddy
- Language
- EN