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How would you select ETFs into your portfolio?
What would be an optimal allocation among selected ETFs?
How would you calculate the portfolio return and volatility?
From the statistical perspective, what would be the minimum potential loss under a certain significance level?
In this project, I answered the above questions in four stages: build portfolio, optimize portfolio weightings, expected portfolio return, and portfolio value at risk.
What would be an optimal allocation among selected ETFs?
How would you calculate the portfolio return and volatility?
From the statistical perspective, what would be the minimum potential loss under a certain significance level?
In this project, I answered the above questions in four stages: build portfolio, optimize portfolio weightings, expected portfolio return, and portfolio value at risk.
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