GitHub - VanekPetr/Optimal_Portfolios_of_ETFs: Implemented stochastic CVaR model for the optimal asset allocation together with the Bootstrapping and the Monte Carlo scenario generation methods.

VanekPetr / Optimal_Portfolios_of_ETFs Public

Implemented stochastic CVaR model for the optimal asset allocation together with the Bootstrapping and the Monte Carlo scenario generation methods.

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 8 Commits
1README.txt		1README.txt
EQPortfolio.gms		EQPortfolio.gms
EQPortfolio_Sub.gms		EQPortfolio_Sub.gms
ETFs_Stat.py		ETFs_Stat.py
MCtoGDX.gms		MCtoGDX.gms
MonteCarlo.py		MonteCarlo.py
MonthlyReturns.gms		MonthlyReturns.gms
MutualFunds_Stat.py		MutualFunds_Stat.py
PortBoot.gms		PortBoot.gms
PortBoot_Sub.gms		PortBoot_Sub.gms
PortMC.gms		PortMC.gms
PortMC_Sub.gms		PortMC_Sub.gms
RollingScenarios.gms		RollingScenarios.gms
Targets.gms		Targets.gms
TargetsMC_Sub.gms		TargetsMC_Sub.gms
Targets_Sub.gms		Targets_Sub.gms
toGDX.gms		toGDX.gms