iShares Four Moment Optimal Portfolio

This model shows the construction of an optimal portfolio using the iShares ETFs, focusing on a four-moment approach that incorporates not only mean returns but also measures of risk including variance, skewness, and kurtosis.

By analyzing historical performance and employing advanced statistical measures, the study aims to identify a portfolio composition that maximizes returns while minimizing risks, providing practical implications for investors seeking to optimize their investment strategies in a dynamic market environment.