The files contained in this repository were used for implementing the three models in my master thesis. My master thesis title is "Comparison of different portfolio optimization problems with different risk measures".
thesis
master-thesis
optimization
risk
variance
portfolio-optimization
porfolio
value-at-risk
risk-measures
markowitz-model
average-value-at-risk
entropic-value-at-risk
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Updated
Feb 1, 2019 - Jupyter Notebook