Comparing max Sharpe to min vol
In this exercise let's have a closer look at the weights and performance of the Maximum Sharpe and minimum volatility portfolios, and compare them. This exercise will help you understand the characteristics of these two different portfolios. Available are cleaned_weights_minvol, cleaned_weights_maxsharpe, perf_min_volatility, and perf_max_sharpe.
Diese Übung ist Teil des Kurses
Introduction to Portfolio Analysis in Python
Interaktive Übung
Versuche dich an dieser Übung, indem du diesen Beispielcode vervollständigst.
# Print min vol and max sharpe results
print(____,____,____,____, sep="\n")