Li, Siwei and Que, Qinxuan (2022) Portfolio Models and Stock Price Forecasts Based on Mean-Variance Theory. In: Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China.
![[thumbnail of 51380.pdf]](http://eprints.eai.eu/style/images/fileicons/application_pdf.png "51380.pdf")
PDF
51380.pdf
Download (562kB)
Abstract
This article selected the performance coefficients of ten securities stocks and combined the portfolio theory and model solution results to get a reasonable portfolio plan: P7, P8, P9, and the stock selection plan was: focus on the three stocks abc006, abc007, and abc008. Analyzing the performance i
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 15:41 |
| Last Modified: | 17 Apr 2026 05:04 |
| URI: | http://eprints.eai.eu/id/eprint/40454 |
Actions (login required)
- View Item