Financial Mathematics Project Public
Downloadable ContentDownload PDF
This project describes the underlying principles of Modern Portfolio Theory, the Capital Asset Pricing Model (CAPM), and multi-factor models in detail, explores the process of constructing optimal portfolios using the Modern Portfolio Theory, estimates the expected return and covariance matrix of assets using CAPM and multi-factor models, and finally, applies these models in real markets to analyze our portfolios and compare their performances.
- Defense date
- Date created
- Resource type
- Rights statement
Permanent link to this page: https://digital.wpi.edu/show/h702q650b