Heewon Hwang

This was a project conducted when I was a part of Yonsei Investment Group (YIG), a finance society at Yonsei University. DB GAPS (Global Asset allocation Portfolio Strategy) Competition is an annual asset allocation competition hosted by DB Financial Investment Co. where teams of university students in Korea compete to attain the most profitable portfolio of 16 global assets (all in the form of ETFs) over a horizon of 3 to 5 months. I led my team in creating a MPT-based strategy for the competition which allowed us to advance to the competition’s finals and achieve a peak rank of 5th place among over 500 teams.

For more detail, please refer to the following:

• Discussion slides
• Code