AcF 351b: Practical Portfolio Optimization project:
AcF 351b: Practical Portfolio Optimization project: You are in charge of the equity portfolio for the investment company Bronzeman Sachs Ltd and should develop a new investment strategy that provides a good risk-return trade-off. In particular, you should try to find a portfolio that will outperform the market index. The growing interest on smart beta […]
Date: January 13th, 2023