
The compare of fitting between Markowitz model and single index model in different risk degree
Author(s) -
Wang Yin
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.1870
Subject(s) - degree (music) , index (typography) , rate of return , actuarial science , proxy (statistics) , limiting , financial market , economics , financial risk , econometrics , business , financial economics , finance , computer science , statistics , mathematics , engineering , mechanical engineering , physics , world wide web , acoustics