Question: 2 (30 Marks) Using the ASISA multi-asset class returns as dependent variables and asset class returns as independent variables (FINE5007O Main Exam Data I.xlsx Download
2 (30 Marks) Using the ASISA multi-asset class returns as dependent variables and asset class returns as independent variables (FINE5007O Main Exam Data I.xlsx Download FINE5007O Main Exam Data I.xlsx), conduct a constrained optimization to estimate parameters based on Sharpe's returns based style analysis. The constraints to apply are that parameters sum to unity and that parameters cannot be less than zero
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