Give me Python codes to implement the optimization algorithm of Portfolio Optimization in the Financial Industry : A CASE STUDY
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- Give me Python codes to implement the optimization algorithm of Portfolio Optimization in the Financial Industry :
- A CASE STUDY of HSBC. The constraints are Taxation, competition, Cyberthreat, and Fraud. The Assets are Cash and Balances, Derivatives, Loans and Advances, and Trading Assets: Output is Returns maximization and Risk Minimisation
- Implementing an optimization algorithm for portfolio optimization in the financial industry, such as for HSBC, can be a complex task that involves several considerations. Here is an example of a Python code that uses the Scipy library to implement the Markowitz Portfolio Optimization algorithm, with constraints for taxation, competition, cyber threat, and fraud.
Related Book For
Research Methods For Business Students
ISBN: 9781292208787
8th Edition
Authors: Mark Saunders, Philip Lewis, Adrian Thornhill
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Question Details
Chapter #
2
Section: case
Problem: 1
Posted Date: September 01, 2023 23:36:26