Portfolio Weights

Stocks

Mean-CVaR

(7) (%)

MAD

(6) (%)

MV

(1) (%)

SMV

(2.4.1) (%)

ACE

(2.4.2) (%)

UCL

0.00

2.03

5.07

15.48

0.48

BATU

24.27

9.69

1.53

00.00

2.47

BOBU

0.39

3.39

3.00

4.11

0.49

UGA

74.83

-

-

21.63

81.32

NVL

0.00

42.58

55.82

28.83

7.93

UMEM

0.15

6.19

5.71

-

-

NIC

0.02

1.67

1.39

1.80

00.52

SBU

0.34

9.65

6.45

8.07

00.17

DFCU

0.00

24.80

21.03

20.09

6.62