An asset allocation/rebalancing calculator for financial portfolio management to minimize tax liability.
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Updated
Jan 25, 2024
An asset allocation/rebalancing calculator for financial portfolio management to minimize tax liability.
Rebalancing calculator for dynamic asset allocation strategies
Asset Allocation of stocks using quantitative methods
investment portfolio optimization, mean-variance analysis
A simple automated workflow for: 1) identifying investor indifference characteristics 2) strategic asset allocations with optimal risk-return
Shiny app with an example of optimal asset allocation. See https://antoinesoetewey.shinyapps.io/optimal-asset-allocation/
Materials for the Practical Financial Optimization summer course at the University of Copenhagen
Cross asset allocation with mean-variance and mean-CVaR (Expected Shortfall) optimization methods
Experiments and notes created as a part of Copenhagen Investment Club
The allocation algorithm in "An Analytic Derivation of the Efficient Portfolio Frontier" by Robert Merton, 1972.
Personal Financial planner
A two armed bandit simulation and comparison with theoritical convergence
We undertook an in-depth exploration of asset allocation techniques on selected stocks from the Italian stock market. Our primary goal was to optimize investment portfolios, focusing on effective diversification for enhanced risk management and returns.
Dynamic Asset Allocation Model with LSTM and Macowitz portfolio Loss Function
An F# analysis tool for the Scalable Capital robo-advisor
App for asset allocation rebalancing
Implemented stochastic CVaR model for the optimal asset allocation together with the Bootstrapping and the Monte Carlo scenario generation methods.
A script that performs asset allocation using a quantitative approach
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