I will provide an xml containing daily price for 10 stock from 3 different countries and 3 different sectors.
you are required to answer the following questions using Matlab, the deliverables would be a Matlab code and a Word document. Running the code I must get the results that you obtain. Answer the questions in the word doc with graphs from matlab.
Part I:
- Q1. Describe the behaviour of the stock returns, with plots and descriptive statistics (mean, variance, median, etc), by asset and by group of assets (i.e, by country and sector)
- Q2. Compute 20 optimal portfolios, starting with the minimum variance portfolio: compute the optimal weight for each asset, and the corresponding portfolio return and risk. Plot the efficient frontier and comment your results
- Q3. Compute 5 optimal portfolios corresponding to 5 different portfolio expected returns that you want to achieve with your portfolio. Compute the corresponding portfolio risk. Plot the efficient frontier and comment your results
- Q4. Impose additional constraints at your choice for each of the two groups of stocks. Motivate your choice. Then, given your constraints, compute 10 optimal portfolios, starting with the minimum variance portfolio: compute the optimal weight for each asset, and the corresponding portfolio return and risk. Plot the efficient frontier and comment your results
Part II:
Compute the Herfindhal Index, the Entropy Measure, and the Markowitz Ratio
for the first 3 optimal portfolios that you have obtained at Q1. Rank the portfolios
according to the level of diversification, for each diversification index. Comment your
results
I am a professional Financial Analyst holding years of experience in Portfolio Optimization, Equity Valuation, Financial Analysis and Financial Modeling.
I will be happy to discuss in detail regarding my qualification, similar previous experience and how I am highly suitable for this project.
Hi! My name is Fernando Téllez. I am a senior year student of electrical engineering at Universidad Simón Bolívar (USB), one of the most prestigious universities in my country (Ranked 34° at the QS University Rankings: Latin America 2015).
I code using matlab ON A DAILY BASIS to solve any kind of engineering, logical, statistical and mathematical problem.
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Hey there this is Akshay an Indian Chartered Accountant and you can really rely on me as i have a 3.7 years work experience in accounting, taxation, finance, audit, Treasury and company law work