Loading...

Portfolio Construction using R

31,657 views

Loading...

Loading...

Transcript

The interactive transcript could not be loaded.

Loading...

Rating is available when the video has been rented.
This feature is not available right now. Please try again later.
Published on Aug 24, 2012

Create a portfolio of stocks using stock price histories downloaded from Yahoo. We create an efficient frontier for a long-only portfolio and show how to graphically display the risk-return tradeoff and the allocations. We next show how to compare frontiers created with other constraints and compare them to the original long-only frontier
the R code is available on http://wp.me/pTp8L-3j

Loading...

When autoplay is enabled, a suggested video will automatically play next.

Up next


to add this to Watch Later

Add to

Loading playlists...