low-beta

There are 0 repository under low-beta topic.

• anthonyli01 / Multi-Factor-Portfolios

  University Project: constructing portfolios by blending different types of factor portfolios (low-beta, value, and momentum). We investigate different techniques to weight our portfolio and calculating a combined score.

  back-testingfactor-investingmomentum-factoroptimisationperformance-analysisportfolio-constructionvaluelow-beta
  Language:Jupyter Notebook 2