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FE Project by Koray Nedim Özdemir is a document available to read on EtoBox.
What is FE Project about?
The project aims to construct an optimal portfolio of financial assets using the Mean–Variance framework, estimating expected returns and risks from historical data while generating feasible portfolios under constraints. Key outputs include the estimated mean return vector, covariance matrix, and identification of the minimum variance and maximum Sharpe ratio portfolios, along with the efficient frontier. The computational strategy involves grid search for portfolio weights and evaluation of portfolio metri
- Author
- Koray Nedim Özdemir
- Language
- EN