Data Science report

Need by EOD 30/07/2025 GMT+1

required to construct and evaluate equity portfolios with and without
green constraints and submit an essay of maximum 10 pages (font size: 12 and spacing: 1.5).
The guidelines for the assignment are as below:
1. Select 50-100 stocks from the Russell 3000 index ensuring all sectors are represented.
2. Present past 24-60 monthly return descriptive statistics for your market cap-based
portfolio including mean, standard deviation, min, max, and percentiles.
3. Set up and solve the optimization problem that finds a mean-variance efficiency fron-
tier with standard objective and constraints. There is more than one way to do it.
So compare the properties of mean variance frontier and portfolio composition you
obtained in different ways.
4. Redo the exercise in in Point 3 above with additional greenhouse gas emissions (sum
of latest Scope 1 and Scope 2 emissions) constraint in following different forms:
(a) Raw emissions
(b) Emissions scaled by revenues i.e., emission intensities
(c) Industry level standardized emission intensities
5. Compare mean variance frontier and portfolio composition you obtained in Point 3 and
Point 4 above.

You will need to
submit report (maximum 10 pages), your code and data used.