Open AccessResearch On Finding Optimal Portfolios Based on Markowitz Mean-Variance Model -- Constructing Efficient Frontier and Portfolio with Highest Sharpe Ratio Using 4 Assets in Chinese Market
Author(s) -
Xiaoyu Deng
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v20i.1112
Subject(s) - efficient frontier , sharpe ratio , portfolio , econometrics , economics , modern portfolio theory , asset (computer security) , market portfolio , capital asset pricing model , expected return , mathematics , portfolio optimization , intersection (aeronautics) , construct (python library) , risk–return spectrum , financial economics , computer science , engineering , aerospace engineering , computer security , programming language
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