
Portfolio construction based on MACD and Beta coefficient
Author(s) -
Huantao Yuan,
Yichen Li
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2064
Subject(s) - sharpe ratio , econometrics , portfolio , beta (programming language) , stock market index , rate of return on a portfolio , stock (firearms) , economics , financial economics , mathematics , statistics , stock market , modern portfolio theory , computer science , mechanical engineering , paleontology , horse , engineering , biology , programming language