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Rough Draft of Final Project

practica unidad 3

Portfolio theory, developed by Markowitz (1952), provides a framework for how investors can distribute their wealth to achieve optimal outcomes, while balancing the desire to maximize expected returns and to minimize risk. It remains a cornerstone of modern investment strategies. The objective of this document is to illustrate the principles that underpin this theory by developing an algorithm to obtain optimal portfolios via simulations, starting with a set of only two stocks and later generalizing it to multiple risky assets.

ensyu ENSYU

amr

Relatório avaliativo 8º Semestre Graduação em Estatística UFMT 2025