Optimal portfolio composition for 9 risky and one risk-free assets (with the Aptech Gauss codes)

The project for Economics of Financial Markets. By using Lagrange method and keeping returns as constant we chose weights to minimize variance of portfolio returns. The write up for the project gives the Lagrangian determination and discusses the results. These are the Aptech Gauss codes for the project. And the inputs files for the code.


I'd like to know your thoughts about it

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s