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Portfolio-Optimization

Efficiency testing within CAPM & Fama French.

This contribution is for hosting Excel files and displaying the R Script deemed necessary for my Bachelor thesis.

Testing 5 stocks:   AMZN,BIDU,DIS,GOOG & MRK

Benchmark:          MSCI World

Riskfree Rate:      FVX 5 year bond

Use timeSerieshistoric.xlsx and timeSeriesRecent.xlsx to take in raw data for R script.

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Efficiency testing within CAPM & Fama French

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