About this document
Portfolio Optimization Approaches Analysis by RICHI NINA is a document available to read on EtoBox.
This document is a project report that compares different approaches to portfolio selection. It contains an introduction and sections on background topics, stock selection using factor analysis, and a comparison of three portfolio selection methods: Mean-Variance, robust Mean-Variance using MCD estimators, and Mean-CVaR. The purpose is to discuss and compare the compositions and performance of portfolios generated by these three different optimization approaches.
- Author
- RICHI NINA
- Language
- EN