I just need the Literature Review and portfolio 4 done. structure as described in Assessment Guide.
Calculations: Risk and return for portfolios 1 to 4
• Return Distribution (You may have descriptive stat and histogram as well) and explain.
• Risk: Standard deviation, Sharpe Ratio, VaR for each portfolio
Calculations have to be in two periods: Pre-COVID-19 and COVID-19 period. You need to present
the graphs for the volatility, and optimal weight (estimated using Eq. (1)) in Portfolio 4.
Introduction:
Introduction should provide a succinct background that places the analysis into context. Also,
describe the Socially Responsible Investment (SRI) approach and outline the inclusive definition of
Socially Responsible Investment (SRI).
You can briefly sum up what you found from your report.
Literature Review:
Compare and contrast the performance of SRI and conventional (non-SRI) investments from the
existing studies (mostly industry reports and academic journal articles).
Structure: Max 4 pages (the list of group members in the beginning of the report)
I have also attached how the data set as well as how it should be presented
