Portfolio Optimization with Simulated Data

Author: Nicolo Ceneda
Contact: nicolo.ceneda@student.unisg.ch
Website: nicoloceneda.github.io
Institution: University of St Gallen
Course: Quantitative Methods (Master of Banking and Finance)
Lecturer: Prof. Karl Frauendorfer
Last update: 26 February 2020

Project Structure

│
├── Homework_HS18.pdf                     <--  Portfolio optimization problem
│
├── HW_QM17_17600875_nicolo_ceneda.pdf    <--  Written solution
│
├── assignment.m                          <--  Code solution
│
└── TimeSeries_I.xls                      <--  Time series data
    TimeSeries_II.xls