David Varela

Portfolio Analysis

 

This project was part of my Investment Analysis Course at American University. This project compares different ways to build portfolios and its effect on expected returns, standard deviation, lower partial standard deviation, skewness, kurtosis, Sharpe ratios and value at risk and expected shortfall at different confidence levels.

 

All this is assuming a certain number of assets for a specific period for a Value Weighted, Equal Weighted and a Benchmark Portfolio.