About this document

Optimization DIFENSIVO by imperatorimassimo is a document available to read on EtoBox.

The document presents a portfolio optimization report with a focus on minimizing Conditional Value-at-Risk (CVaR) over a specified period from June 2022 to January 2026, starting with an initial balance of £10,000. It includes details on asset allocation, performance metrics, and comparisons between the provided portfolio, Minimum Expected Tail Loss, and Risk Parity Weighted strategies. Key performance indicators show varying returns and risk metrics, with the provided portfolio achieving a 4.48% annualized

Author

imperatorimassimo

Language

EN