Faculty Mentor/s:
Prof. Patrick Zoro, Financial Engineering


Students on the team:


Project Description:
Improving an investment tool that helps individuals and institutions manage their portfolios based on their risk tolerance. The project blends finance, python, and optimization techniques to create a powerful tool for portfolio managers. Students will work on incorporating updates into the current model, such as transaction costs for rebalancing the portfolio, multiple thresholds for rebalancing, sector diversification, and incorporating ESG factors. Students with a basic understanding of Finance, and strong coding skills (Preferably Python), linear optimization models, regression analysis, data visualization, Tableau or Power BI are encouraged to apply.


Month/Year Project Began: