Open AccessThe Application of ARIMA and Mean-variance Models on Financial Market
Author(s) -
Zhixiang Deng,
Yujia Han
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2069
Subject(s) - sharpe ratio , portfolio , econometrics , volatility (finance) , economics , financial economics , autoregressive integrated moving average , market portfolio , efficient frontier , stock market , rate of return on a portfolio , portfolio optimization , index (typography) , stock market index , capitalization weighted index , financial market , statistics , time series , mathematics , finance , computer science , paleontology , horse , world wide web , biology