tangency-portfolio

Here are 2 public repositories matching this topic...

Milanpeter-77 / Project-Portfolio-Optimization-Concepts

A short demonstration of Modern Portfolio Theory and risk measures, showing how diversification, optimisation, and downside-risk metrics shape rational portfolio construction

portfolio-optimization value-at-risk expected-shortfall efficient-frontier capital-market-line tangency-portfolio

Updated Nov 1, 2025
Jupyter Notebook

shaheerAzam-dev / Fama-French-3-Factor-Markowitz-Portfolio-in-Excel

Star

Excel portfolio project combining Fama–French 3-factor regressions with Markowitz optimization. Calculates expected returns, covariances, and solves for Minimum Variance & Tangency Portfolios. Includes charts, efficient frontier, and fully transparent formulas for replication.

ols-regression fama-french minimum-variance tangency-portfolio

Updated Nov 17, 2025
Python

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