Project information

  • Category: Data Science
  • Client/Project environment: Bachelor Thesis
  • Project period: 01 Februar, 2023 - to date
  • Project status: In process
  • Project URL: kommer-portfolio-simulation

Kommer Portfolio Simulation

This project is being done as part of my Bachelor Thesis. A Monte Carlo simulation will be performed in Python to create an understanding of the long-term performance of the world portfolio approach according to Gerd Kommer. Concepts such as return series follower risk or volatility will be investigated. In addition, the simulation runs are applied to specific investment strategies.