/Integration-of-Mean-Variance-Model-and-Stochastic-Indicator-for-Portfolio-Optimization

Implementation of the paper - "Integration of Mean–Variance Model and Stochastic Indicator for Portfolio Optimization" as a term project for the course - "Optimization Methods in Finance"

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Integration-of-Mean-Variance-Model-and-Stochastic-Indicator-for-Portfolio-Optimization

Implementation of the paper - "Integration of Mean–Variance Model and Stochastic Indicator for Portfolio Optimization" as a term project for the course - "Optimization Methods in Finance". Implemented Markowitz Curve, Mean-variance model and K-D index