fagan2888 / portfolio-optimization-with-simulated-data

Quantitative methods assignment

Portfolio Optimization with Simulated Data

Author: Nicolo Ceneda
Contact: [email protected]
Website: www.nicoloceneda.com
Institution: University of St Gallen
Course: Quantitative Methods (Master of Banking and Finance)
Lecturer: Prof. Karl Frauendorfer
Last update: 26 February 2020

Project Structure

│
├── Homework_HS18.pdf                     <--  Portfolio optimization problem
│
├── HW_QM17_17600875_nicolo_ceneda.pdf    <--  Written solution
│
├── assignment.m                          <--  Code solution
│
└── TimeSeries_I.xls                      <--  Time series data
    TimeSeries_II.xls