portfolio optimization
Budget: €8 – €30 EUR
My investment objective is to maximise the Sharpe Ratio, which is the ratio of excess return over risk. I have specific constraints on this project, which is that the overall ESG score should be higher than a treshold that I have already defined. This need to be taken into account when optimizing my portfolio to ensure that I remain compliant with my ESG policies. Additionally, I need to consider any potential asset class, sector, or risk tolerance limitations that may apply. I am looking for a freelancer who can help me create an optimized portfolio that meets my constraints while optimizing the Sharpe Ratio. Ideally, the freelancer should have experience with portfolio optimization and should be able to quickly and efficiently create a portfolio according to my specific requirements. I already have the EXCEL file qith everything needed, I tried to do the optimization in EXCEL but it said there were too many data. So I am asking you to do this in R or Python having already the excel.