Can I read Portfolio Optimization Trade-Off Analysis on EtoBox?

Portfolio Optimization Trade-Off Analysis by Wei-hung Chuang is a document available to read on EtoBox.

What is Portfolio Optimization Trade-Off Analysis about?

This document outlines the inputs and outputs for portfolio optimization of two risky assets. It provides the riskless rate, expected returns, standard deviations, and correlation of the two risky assets. The outputs show the efficient frontier curve and optimal allocation, which has an expected return of 14.6% and standard deviation of 14.6% with a 69.2% proportion invested in the first risky asset.

Author

Wei-hung Chuang

Language

EN