JRigh / Markowitz-in-R

Markowitz mean-variance criterion in R

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Markowitz in R

Markowitz mean-variance criterion in R

We perform Markowitz-style analysis on a portfolio of 4 stocks retrieved from Yahoo finance and plot the efficient frontier.

plot4

Then the optimal weights which minimize the risk-return relationship of each assets in the portfolio estimated and plotted.

plot5

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Markowitz mean-variance criterion in R


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