This project has deadline on 15th of March and I ATTACH the excel needes file.
I'm describing the work that needs to be done in Matlab.
> The project is about "Investor's Cryptocoins"
> The goal is to show if the investor can improve its position by adding cryptanormals to a traditional portfolio (stocks, bonds, etc.).
> We consider that investors preferences are described by a utility function (in our case, Power utility and exponential) for different degrees of risk aversion.
> I attach the record of returns. We have a portfolio of three benchmark assets (s_p 500, bond index and libor), and each time we add a cryptocoin or a cryptocoin index.
> So we have to build optimal portfolios, that is to find optimal portfolio weights that maximize the investor's utility function by applying Full Scale Optimization to Matlab.
> I gave you a very general description of the project we can discuss for more clarifications after you submit some words that show you have understood and are capable to complete this project.
Hope to hear from you soon. Happy Biding :)