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Portfolio Optimization in Financial Stocks

The model should contain the following:

The optimal portfolio for the selected stocks should be identified

This is the portfolio that maximises the Sharpe ratio

The minimum variance portfolio for the selected stocks should be identified

The model should be capable of allowing the user to prevent short-selling and also to set different levels at which short

selling may occur

Short-selling is the situation where a portfolio may contain a negative weight on a security (essentially you are selling a security you do not own) with the additional funds received from the sale being used to boost ownership in other assets. As a result the total portfolio should still come to a weight of 100%.

Where levels of short selling are allowed, this should limit the entire portfolio, not just individual stocks i.e. the portfolio may have a total of 10% short selling.

The model should have a graph that shows individual stocks, the minimum variance portfolio and the optimal portfolio.

All inputs (if any) and outputs should be shown on a summary page

The model should conform to the rules of good design.

 

The calculator will only be marked if it is built within the spreadsheet file [url removed, login to view] available from Blackboard. Students are expected to be able to explain or demonstrate any features or techniques in their assignments if requested.

Kemahiran: Analisis Kewangan, Pasaran Kewangan, Kajian Kewangan, VBScript, Visual Basic

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Tentang Majikan:
( 5 ulasan ) New Delhi, India

ID Projek: #16042452

9 pekerja bebas membida secara purata ₹11705 untuk pekerjaan ini

priyal1997

Hi There, I can do this assignment perfectly. Please refer my portfolio to see a similar project done Thanks Priyal

₹12000 INR dalam 2 hari
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ashitjha7

20+ years industry work experience in the area of IT, Finance & Banking. Also, I have 4+ years of experience in Economics, Business Analytics and Advanced statistics projects using software such as Python, R, Java, SPS Lagi

₹13900 INR dalam 10 hari
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caprateekr

Hi there, I will do the project on portfolio optimisation as per your requirements, message me so that we can discuss it further. Thanks

₹10000 INR dalam 5 hari
(6 Ulasan)
2.9
usagichee

I have experience in doing optimal portfolio assignment using excel (2 assets). I also have learnt VBA but just a beginner level.

₹7777 INR dalam 3 hari
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ruchi2407

A proposal has not yet been provided

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saugatkc

Assisted in Foreign Investment(FDI) in Indian Companies as per Foreign Exchange Management Act and RBI guidelines by conducting independent valuations of 20+ Investee Companies  Provided Fairness Opinion after due de Lagi

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point5nyble

Hello, I have been working as freelancer since last ~ 7 years,prior to this was working with a MNC as an Sr. Software Professional. Below are some key areas of my skills: -- VBA and Excel,Word,Office Applicat Lagi

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rounakpugalia

I am stock market analyst for past 10yrs & has advance ms office skills. Relevant Skills and Experience Advance ms excel knowledge with knowledge of financial markets.

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