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Markowitz Eff Frontier on 18 mos 30 stock of the DJ

₹1500-12500 INR

Completed
Posted 11 months ago

₹1500-12500 INR

Paid on delivery
I'm looking for someone to perform a Markowitz Efficient Frontier analysis on a selection of 30 stocks from the Dow Jones Industrial Average over a period of 18 months. I have a specific list of stocks (30 of the DJ) in mind for the project and I would like the results presented in graph form. This analysis should provide insight into how different combinations of assets can be optimized for maximum return while minimizing risk. The job includes data collection. The Markowitz Efficient Frontier can be used to calculate the optimal portfolio given a set of financial data, so I'm looking for a professional with a strong background in finance and portfolio optimization to get the job done. o calculate the Markowitz Efficient Frontier for the Dow Jones stocks over the past 18 months, you would need the following data: Historical daily prices for each of the Dow Jones stocks: You need the daily closing prices for each stock in the Dow Jones Industrial Average (DJIA) for the past 18 months. These prices will be used to calculate the stock returns and estimate their statistical properties. Risk-free rate of return: You would need the risk-free rate of return for the same period. Typically, the risk-free rate is represented by the yield on a government bond, such as the U.S. Treasury bills or bonds with a similar maturity to your investment horizon. Historical returns for each Dow Jones stock: From the daily prices, you would calculate the historical returns for each stock. The returns are usually calculated as the percentage change in price from one day to the next. Covariance matrix of returns: With the historical returns for each stock, you can calculate the covariance matrix. The covariance matrix represents the interdependencies or relationships between the returns of different stocks. It is a key input for the Markowitz portfolio optimization. Expected returns for each Dow Jones stock: You need to estimate the expected returns for each stock. These estimates can be based on historical returns, analysts' forecasts, or other relevant information. By utilizing these data sets, you can construct the Markowitz Efficient Frontier by considering different combinations of stocks in your portfolio and finding the optimal allocation that maximizes return for a given level of risk or minimizes risk for a given level of return. The efficient frontier is determined by solving the mathematical optimization problem based on the covariance matrix, expected returns, and risk-free rate.
Project ID: 36813508

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Active 11 mos ago

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Hello. I can implement Markowitz Efficient Frontier analysis to create the portfolio for DJ and US bonds. I did similar task few months ago, and I can show example.
₹8,500 INR in 2 days
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5 freelancers are bidding on average ₹4,080 INR for this job
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Hello Marco B., I would like to grab this opportunity and will work till you get 100% satisfied with our work. With my extensive experience in Excel, Statistics, R Programming Language, Statistical Analysis, SPSS Statistics, I can deliver high-quality work within your timeline and budget as a well-qualified full-stack developer. I have done similar projects before so I have enough experience to complete this project. Please come over chat and discuss your requirement in a detailed way. Thank You
₹3,900 INR in 1 day
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given successful. Also I have two year of working experience which helps me to perform according to to my client needs moreover I complete my graduation in CSC that
₹1,500 INR in 2 days
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Hello sir , i am good data entry oretor, I am just started in freelancer . I am hard working man , give me work you trust me. your work 100% timely and completely
₹1,500 INR in 7 days
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I CAN DONE THIS WORK EASILY AND VERY UNIQUE WORK I WILL DO .. ...............................................................................................................................................................................................................................................................................................................................................................................................................................................................................................
₹5,000 INR in 2 days
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Flag of INDIA
Tucson, India
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