Open AccessThe Efficiency between Markowitz Model and Single Index Model
Author(s) -
Zeheng Cai,
Yantong Long
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2054
Subject(s) - portfolio , post modern portfolio theory , efficient frontier , portfolio optimization , modern portfolio theory , application portfolio management , economics , index (typography) , econometrics , empirical research , actuarial science , project portfolio management , computer science , financial economics , replicating portfolio , mathematics , statistics , management , project management , world wide web