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## Summary
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Portfolio selection is the process of choosing a group of investments that aligns with your financial goals and risk tolerance. It involves finding the right balance between potentia…
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#### GraphicalLassoCV Example
Is it possible to have an example where the precision matrix obtained with GraphicalLassoCV is employed?
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### Team Name:
OneManTeam
### Project Description:
Portfolio optimization is the optomization problem where you have a number of assets and seek to answer the question: which asset should I…
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【资产估值方法】
1. 资本资产定价模型:kce=RFR+β[E(Rmarket)-RFR]
2. 股利贴现模型:kce=(D1/P0)+g
3. 债券利率加上风险溢价模型:kce=风险溢价+公司长期债券利率
典型考题:
[Single choice] A company’s stock beta equals 1.2, risk-f…
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Hello, I understand from the paper that it used an autoencoder to decide which stocks use. However, I don't see where you use 5% referred in the paper.
Also, isn't it the second part of the paper onl…
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1. 서론
2.
자산 가격 결정 모델은 금융 경제학에서 핵심적인 주제 중 하나로, 이는 투자자들이 자산의 적정 가격을 평가하고 시장에서의 거래 결정을 내리는 데 중요한 역할을 한다. 이러한 모델은 주식, 채권, 파생상품 등의 다양한 자산 유형에 대한 가격을 설명하고 예측하는 데 사용된다. 자산 가격 결정 모델의 정확성과 유효성은 금융 시장의 효율성, …
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From a gekko user:
This may be a long shot but I am doing a portfolio optimization which require integer constraints. I am looking at the Gekko package that you maintain. However, my issue is that I …