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What is Portfolio Optimization Using Markowitz Model about?

This document discusses portfolio optimization using the Markowitz mean-variance model. It first creates a hypothetical equally-weighted portfolio of 10 stocks from 3 industries to demonstrate diversification. It then empirically analyzes 252 days of data from the Istanbul Stock Exchange to create efficient portfolios using the mean-variance model. The optimal portfolio constructed has 8 stocks with different weights, providing a higher return than the initial equally-weighted portfolio of 10 stocks.

Author

Krishna Joshi

Language

EN