Portfolio Optimization

Student: Ibraimov Akyl

Educational Programme: Economics (Bachelor)

Year of Graduation: 2021

The main components of the optimal portfolio, such as expected return and standard deviation (risk measure), were reviewed enabling the financial market agent to continuously optimize its investment portfolio in line with stochastically changing investment opportunities. First, this research tries to answer the question which shares are should be included to investment portfolio in the long run. The instrument used in portfolio formation is fundamental analysis which helps understand future of the company. Second is optimization problem. Various optimization methods (Markowitz, Sharpe, VaR, CVaR method) were analyzed using selected shares in the previous part and the most optimal portfolio with risk control was identified.

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