Aizhan Issagali Damira Alshimbayeva Aidana Zhalgas

Abstract
In this paper Portfolio Optimization techniques were used to determine the most favorable investment portfolio. In particular, stock indices of three companies, namely Microsoft Corporation, Christian Dior Fashion House and Shevron Corporation were evaluated. Using this data the amounts invested in each asset when a portfolio is chosen on the efficient frontier were calculated. In addition, the Portfolio with minimum variance, tangency portfolio and optimal Markowitz portfolio are presented.
Code Repositories
Benchmarks
| Benchmark | Methodology | Metrics |
|---|---|---|
| portfolio-optimization-on-yahoo | Different model | Portfolio: 1 |
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