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Implement and apply the Markowitz Portfolio Theory to construct diversified portfolios that strike an optimal balance between risk and return.
In the ever-evolving landscape of financial markets, constructing and managing portfolios that optimize returns while minimizing risk is a fundamental challenge for investors. The Markowitz Portfolio Theory, introduced by Nobel laureate Harry Markowitz, offers a pioneering framework for portfolio optimization. This project aims to leverage Markowitz's model to build and back-test portfolios, providing valuable insights into the construction of efficient investment strategies.
The primary objective of this project is to implement and apply the Markowitz Portfolio Theory to construct diversified portfolios that strike an optimal balance between risk and return. By utilizing historical financial data, we will back-test these portfolios to evaluate their performance under different market conditions.
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I am Zhenan Li and I majored in Quantitative Finance. I'm excited to connect with like-minded individuals who share my passion for Quantitative Finance and explore opportunities to collaborate, learn, and innovate together. So, whether you're a fellow enthusiast or simply curious to learn more, I'm always open to engaging conversations and new connections.