Just for fun

Rerun the coding file 'final_2021_solution_update.R' and use the data you collected from the market. Make sure you collect or download data from the market (not restricted to stocks) and try to keep your portfolio including at least 5 assets. Show the performance of MVP (minimum variance portfolio) based on equal weighting, single factor, three factor and PCA models.

TESTING

June 9, 2021 discussion

June 02, 2021 Backtesting of CAPM and Fama french 3 factor model

Homework 6

Testing homework 6

Name: Mark Raphael T. Flores

Name: Flores, Mark Raphael T.

Single Factor Model

Fama French 3 factor model

Homework 5

BT02_MVP Practice

Homework 4

Homework 4

Homework 4

Homework 3 #SIT Efficient Frontier

Homework 3

hw2

hw1