Portfolio Optimization, Quantitative Finance, Python Programming, Convex Optimization, Data Science.
np.round(w_opt, 4)) Result of the optimization problem. Manulife Risk Class (link: https://www.manulife.com.hk/en/individual/fund-price/mpf.html/v2?product=Manulife%20Global%20Select%20(MPF)%20Scheme) You can see that if we want 0.09 expected annualized return, according to the optimal risk, the