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What is Finance Assignment by Erwan Morellec about?
- The document provides instructions for a finance assignment involving analyzing the risk and return profiles of 12 stocks over a 5-year period, constructing efficient frontiers with and without short-selling constraints, and using CAPM to estimate expected returns for each stock based on beta. - Key results include annual mean returns and standard deviations for individual stocks and a portfolio, efficient frontier plots showing the minimum standard deviation for given returns both with and without const
- Author
- Taher Nguira
- Language
- EN