Mean-Variance Optimization with ESG score constraint
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Updated
Aug 13, 2023 - Jupyter Notebook
Mean-Variance Optimization with ESG score constraint
Aqui está parte do meu trabalho de conclusão de curso, onde faço a otimização de uma carteira de investimento usando a Teoria do Portfólio de Markwitz e a linguagem Python.
Selecting and optimizing portfolios involving FTSE 100 top 10 stocks. Comparison of each strategy performance over time with rolling statistics and tail risk metrics.
Automated interaction and data extraction tool for Jackson National Life Insurance website
Streamlit app forked for debugging purposes
making professional portfolio management methods accessible through point and click. methods such as mean var opt and portfolio rebalancing is available. try the app from the link
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