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Portfolio Optimization - Sharpe Ratio Maximization (MPT): Explanation + Implementation under 30 mins
Автор: Pranjal Varshney
Загружено: 2026-01-12
Просмотров: 150
Описание:
We proceed by optimizing a portfolio by maximizing the sharpe ratio of our portfolio. We use a concept in finance called Modern Portfolio Theory which optimizes returns for a given level of risk.
Link for the Jupyter Notebook : https://github.com/Pranjal-IITM/Portf...
#quantitativeresearch #portfoliorisk #quantitativefinance
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