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Optimisation by gautamgupta.du is a document available to read on EtoBox.
What is Optimisation about?
This project report explores portfolio optimization under uncertainty by comparing Classical Mean-Variance Optimization, Robust Optimization, and Stochastic Optimization using real market data from major technology firms. The findings indicate that robust and stochastic methods provide more stable and realistic portfolios compared to traditional optimization, particularly in terms of out-of-sample performance. The report concludes that incorporating uncertainty into portfolio optimization enhances stability
- Author
- gautamgupta.du
- Language
- EN