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mean-variance-optimization

Performs mean-variance portfolio optimization to find the tangency portfolio. This skill should be used when users want to calculate optimal portfolio weights, the tangency portfolio, or perform mean-variance optimization with multiple assets. The skill interactively collects expected returns, standard deviations, correlations, and the risk-free rate, then computes and explains the tangency portfolio that maximizes the Sharpe ratio.

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์—…๋ฐ์ดํŠธ๋จ 11/6/2025
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Installation and usage

Performs mean-variance portfolio optimization to find the tangency portfolio. This skill should be used when users want to calculate optimal portfolio weights, the tangency portfolio, or perform mean-variance optimization with multiple assets. The skill interactively collects expected returns, standard deviations, correlations, and the risk-free rate, then computes and explains the tangency portfolio that maximizes the Sharpe ratio.

์„ค์น˜
$ install --globalskills.sh
์‚ฌ์šฉ๋ฒ•

์„ค์น˜ ํ›„ ํ„ฐ๋ฏธ๋„์—์„œ ๋‹ค์Œ ๋ช…๋ น์„ ์‹คํ–‰ํ•˜์—ฌ ์ด ์Šคํ‚ฌ์„ ์‚ฌ์šฉํ•  ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค:

skills use mean-variance-optimization