Academic project of quantitative asset management. Course : Sustainability Aware Asset Management by Eric Jondeau at HEC Lausanne (University of Lausanne). The code build different Minimum Variance Portefolios (some of them have carbon constraints) and the results are documented in a report (also available on this repo). The script only need the path to the data (which is given in the repo) and all the packages up to date.
-
Notifications
You must be signed in to change notification settings - Fork 0
Academic project made for the Sustainability Aware Asset Management course (by Eric Jondeau) at HEC Lausanne (UNIL). We developed a script to build different minimum variance portfolios (some with carbon constraints) using hundreds of stocks over decades.
quantquant-max/Portefolio_optimization_project
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
Academic project made for the Sustainability Aware Asset Management course (by Eric Jondeau) at HEC Lausanne (UNIL). We developed a script to build different minimum variance portfolios (some with carbon constraints) using hundreds of stocks over decades.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published