Abstract
This project aims to reduce the non-Gaussian effects and assess portfolio optimization using the Index Model and Markowitz Model for the recent 20 years of daily total return rate for the ten renowned stocks of the first group. It is important to recognize that the S&P 500 equity index and 1-month Fed Funds rate are used as a proxy for the risk-free rate. The daily data is aggregated into the monthly observations, and optimization inputs are calculated based on the monthly observations. In addition, using optimization inputs for the Index Model and Markowitz Model, regions of different permission portfolios are identified.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
