Open AccessThe Application of Monte Carlo Simulation and Mean-variance in Portfolio Selection
Author(s) -
Qinying Li,
Wenyue Zhong
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.2089
Subject(s) - portfolio , portfolio optimization , rate of return on a portfolio , volatility (finance) , econometrics , post modern portfolio theory , monte carlo method , replicating portfolio , capital asset pricing model , index (typography) , portfolio insurance , modern portfolio theory , computer science , application portfolio management , market portfolio , risk–return spectrum , economics , financial economics , project portfolio management , mathematics , statistics , management , project management , world wide web