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Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.

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asset-allocation

Markowiz's Modern Portfolio Theory is implemented and compared with its extension of the Black-Litterman model in a simple 2-asset allocation model.

Output:

  • The graph below shows the allocations towards Tesla and Coca-cola stocks for the Minimum Volatility optimization and for the Black-Litterman one with favorable investor views regarding returns on Tesla:

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Asset allocation and portfolio optimization implementations to examine how each one differs and affects the overall portfolio.

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portfolio-optimization asset-allocation black-litterman modern-portfolio-theory wealth-management markowitz-portfolio-analysis

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