Open AccessComparison of Risk Minimizing and Return Maximizing Portfolio Models
Author(s) -
Qianyu Gu
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v30i.2492
Subject(s) - sharpe ratio , portfolio optimization , portfolio , modern portfolio theory , stock (firearms) , efficient frontier , economics , econometrics , rate of return on a portfolio , financial economics , post modern portfolio theory , risk–return spectrum , actuarial science , replicating portfolio , engineering , mechanical engineering