Research is based on Portfolio optimization and it uses 2 different theories to optimize portfolios. Data set which is 20 financial instruments/assets obtained from the S&P 500 for the year 2016. Data to be optimized on matlab using 2 theories of portfolio optimization - 1)Markowitz & 2)VaR (Value at Risk) / CVaR (Conditional Value at Risk.
Data anyalsis to be created with a comparison of both theories.
Data analysis : - a) chapter one – Work done and results obtained
b) chapter two - Discussion of results
All work should be original and harvard referenced.
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hi i am good at optimization using matlab i read ur job description i can surely do this let us discuss i can give you perfect results thank you