Finance Expert

Cancelled

1. Calculate calendar year returns for each index from 2004 through 2015.

2. For each of the eight rolling five year periods from 2004 to 2015 and the entire period from 2004 to 2015, calculate the average return and standard deviation of each index, and the correlation coefficient between the indices.

3. For each of the nine time periods, calculate and graph the opportunity set using 5% increments. For each graph also calculate and graph the minimum variance portfolio and the optimal portfolio.

4. Create another graph which shows all the opportunity sets on one graph.

5. Comment on your results.

YOU HAVE TO COMPLETE 3,4,5 USING EXCEL

Skills: Finance, Financial Analysis, Financial Markets

See more: expert freelance en finance international vaud, corporate finance expert, need an maths expert and finance expert, microsoft navision finance freelance expert london, finance expert, create a form store in sql db email for approval send result to user, set minimum variance portfolio answer, finance expert wanted, academic finance expert, set custom paper size crystal report using, expert finance writer, create complete database excel, expert advisors tutorial create, create comment board using javascript, finance expert philippines, excel expert finance job, create font set jpegs, people create expert advisors, create expert forex metatrader, create icons set, create forex expert advisor, create icon set, expert linux live, finance graphics, streaming video server expert

Project ID: #12185296

2 freelancers are bidding on average $3/hour for this job

anandsabale

Hi, I have worked in Statistical arbitrage hedge fund in my previous role. I am GARP certified FRM. I have already developed modules for Optimization using Markowitz, Black Litterman approaches. I can automate al More

$3 AUD / hour
(0 Reviews)
0.0
$3 AUD / hour
(0 Reviews)
0.0