Duke University a Financial Math Case Worksheet
Description
We came up with a topic to study the impact of pre-covid and post-covid on the stock ratios in the same portfolio. We first do a covid before the portfolio, and then it should contain the first industry second industry third industry stocks, and then let this portfolio to achieve an expected return. Then we make a post-covid portfolio with the same three stocks (primary, secondary and tertiary stocks) and see if their ratios change if we want to achieve the expected return.
We first got the survey and data .The three data sets I posted below marked (1) are from the pandamic, and the ones without are from before the epidemic
all the resourse and the information we found is below or attached. and all the requirment is in the template,which is the first file attached. Some coding is required.
I will tip well if you accomplish may requirement.
https://rucore.libraries.rutgers.edu/rutgers-lib/3…
https://www.deepdyve.com/lp/springer-journals/portfolio-selection-problems-with-markowitz-s-mean-variance-framework-XLRSMpWph0?articleList=%2Fsearch%3Fquery%3DPortfolio%2Bselection%2Bproblems%2Bwith%2BMarkowitz%25E2%2580%2599s%2Bmean-variance%2Bframework%253A%2Ba%2Breview%2Bof%2Bliterature.
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