Chen, Yuxuan and Li, Tingsong and Lin, Leyao (2023) Portfolio Allocation Using Monte Carlo Simulation and ARIMA Model Targeting Chinese Companies Trading on the US Stock Exchange. In: Proceedings of the 4th International Conference on Economic Management and Model Engineering, ICEMME 2022, November 18-20, 2022, Nanjing, China.
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Abstract
Against the background of the COVID-19 pandemic, stock markets around the world have been greatly impacted. The Chinese stocks face the risk render by pandemics and face the crackdown from the Chinese government. This study aims to evaluate the portfolio allocation with the U.S.-listed Chinese stock
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:01 |
| Last Modified: | 17 Apr 2026 03:52 |
| URI: | http://eprints.eai.eu/id/eprint/41860 |
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