Open AccessApplication of GARCH and mean-variance model in the U.S. financial market
Author(s) -
Tianqi Mao,
Ziqian Zhang,
Yichao Zhao
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v30i.2445
Subject(s) - sharpe ratio , volatility (finance) , autoregressive conditional heteroskedasticity , portfolio , econometrics , equity (law) , portfolio optimization , economics , modern portfolio theory , financial economics , stock (firearms) , expected return , stock market , efficient frontier , risk–return spectrum , market portfolio , financial market , actuarial science , finance , engineering , mechanical engineering , paleontology , horse , political science , law , biology
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