Description: Robust Optimisation way to combine TB and BL model portfolio of 20 stocks and the risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
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File list (Check if you may need any files):
RO
..\FTSE100.csv
..\GB_rf.csv
..\MKT_CAP_WGT.csv
..\MomentsEstimator_BL.m
..\MomentsEstimator_TB.m
..\ObjSR.m
..\Practice 4.pdf
..\ret_mthly.csv
..\ROmodel.m
..\snp_mthly.csv
..\Stocks_rt.csv
..\capm.m
..\Stocks_rt_MOM.csv
..\RO_data.txt
..\RO_wgt.txt
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