Publications by Adriani Hermawan
Homework 1_Adriani Hermawan
asset.names <- c("MSFT", "NORD", "SBUX") mu.vec = c(0.0427, 0.0015, 0.0285) mu.vec ## [1] 0.0427 0.0015 0.0285 names(mu.vec) = asset.names sigma.mat = matrix(c(0.0100, 0.0018, 0.0011, 0.0018, 0.0109,0.0026, 0.0011, 0.0026, 0.0199) ,nrow=3, ncol=3) dimnames(sigma.mat) = list(asset.names, asset.names)...
24 sym R (1459 sym/18 pcs)
Homework 5_Adriani Hermawan
#============================================================================================== # QUESTION 1: 10 Industry Portfolio Returns (average value-weighted monthly returns) #============================================================================================== industry10 <- read.table(file = "D:/(1) ADRIN/10_Industry_Portfolios...
73 sym R (30195 sym/61 pcs) 6 img
Homework 4_Adriani Hermawan
#=========================================================== # SINGLE FACTOR MODEL #=========================================================== rm(list=ls()) retdata <- read.csv("D:/(1) ADRIN/m-fac9003.csv") t = dim(retdata)[1] t ## [1] 168 market = retdata[,14] market ## [1] -7.52 0.21 1.77 -3.34 8.55 -1.53 -1.16 -10.05 -5.73...
73 sym R (15690 sym/63 pcs) 4 img
Homework 2_Adriani Hermawan
# Importing Data library(xts) ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.numeric library(readr) etf4 <- read_csv("D:/(1) ADRIN/myetf4.csv") ## ## -- Column specification -------------------------------------------------------- ## col...
45 sym R (5937 sym/39 pcs)
Homework 3_Adriani Hermawan
#=========================================================== # Importing Data #=========================================================== library(xts) ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.numeric library(readr) etf4 <- read_csv...
49 sym R (8044 sym/42 pcs) 1 img
Midterm Exam_Adriani Hermawan
#=========================================================== # LOAD PACKAGES #=========================================================== library(quantmod) ## Loading required package: xts ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.num...
1162 sym R (26258 sym/82 pcs)
Homework 6_Adriani Hermawan
#=========================================================== # LOAD PACKAGES #=========================================================== library(quantmod) ## Loading required package: xts ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.num...
1173 sym R (85541 sym/165 pcs) 9 img
Final Project of Investment Portfolio Analysis Class 2021_New
Final Project: Rerun the coding file ‘final_2021_solution_update.R’ and use the data you collected from the market. Make sure you collect or download data from the market (not restricted to stocks) and try to keep your portfolio including at least 5 assets. Show the performance of MVP (minimum variance portfolio) based on equal weighting, sin...
2124 sym R (82033 sym/208 pcs) 5 img
Final Project of Investment Portfolio Analysis Class 2021
Final Project: Rerun the coding file ‘final_2021_solution_update.R’ and use the data you collected from the market. Make sure you collect or download data from the market (not restricted to stocks) and try to keep your portfolio including at least 5 assets. Show the performance of MVP (minimum variance portfolio) based on equal weighting, sin...
2125 sym R (86400 sym/209 pcs) 5 img
Final Project Percobaan
FINAL PROJECT OF INVESTMENT PORTFOLIO ANALYSIS Group of 3 Consists of: Alfiansyah Prasetyo (109712141) Adriani Hermawan (109712142) Putri Nurdianti (109712143) #=========================================================== # CLEANING ENVIRONMENT #=========================================================== rm(list = ls()) Loading the packages ne...
945 sym R (586099 sym/206 pcs) 5 img