portfolioanalytics

There are 0 repository under portfolioanalytics topic.

• mohithsathyanarayanan / FINTECH

  The basic implementation of the famous Capital asset pricing model and portfolio assessment based on the Capital Asset Pricing Model.

  capmasset-pricingportfolioanalytics
  Language:Java 2

• ayushi19y / Constraint_and_objective_based_Optimal_Portfolio

  R program to determine optimal portfolio using factor-based models or single-factor models to optimize portfolios, specifically, variance and expected tail losses (ETL).

  portfolioanalytics