Open AccessPortfolio Investment Strategy Based on Markowitz Model and Single Index Model
Author(s) -
Zhiqing Cai,
Yuting Ding,
Wanning Du,
Yilong Hou,
Yilin Zhang,
YiFang Zhao
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2060
Subject(s) - portfolio , bond , single index model , index (typography) , econometrics , portfolio optimization , financial risk , risk–return spectrum , financial market , economics , construct (python library) , efficient frontier , actuarial science , financial modeling , investment (military) , modern portfolio theory , model risk , investment strategy , computer science , financial economics , finance , risk management , politics , world wide web , political science , law , market liquidity , programming language