04. Optimal Risky Portfolios

 【教學活動】

• • PyPortfolioOpt 套件 https://pypi.org/project/pyportfolioopt/

  • Riskfolio-Lib套件 

    • https://riskfolio-lib.readthedocs.io/en/latest/examples.html

    • https://nbviewer.jupyter.org/github/dcajasn/Riskfolio-Lib/blob/master/examples/Tutorial%201.ipynb

  • Matlab 

    • Portfolio Optimization and Asset Allocation — Examples (mathworks.com)

• R 

  • https://cos.name/2013/08/use-r-to-do-portfolio-optimization/

• 如何用python實現Markowitz投資組合優化

• 智能理財發展新時代-Part 1

• 智能理財發展新趨勢-Part 2

• https://www.tradingvalley.com/en/

【參考資料】

• Petter N. Kolm, Reha Tütüncü, Frank J. Fabozzi, 60 Years of portfolio optimization: Practical challenges and current trends, European Journal of Operational Research, Volume 234, Issue 2, 16 April 2014, Pages 356-371, ISSN 0377-2217,http://dx.doi.org/10.1016/j.ejor.2013.10.060 

• http://greenhornfinancefootnote.blogspot.tw/2008/07/asset-allocation-in-essencerebalancing.html