Lin, Xinyu and Xu, Xin and Xu, Yang (2023) Investment Portfolio Establishment Based on Markowitz Model and Highest Sharp Ratio. 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
Portfolio investment theory is critical to global financial markets. However, the specific actual combination effect is affected by factors such as weight selection and asset selection. Based on the Markowitz model, we use a more reasonable weight selection method to establish an asset portfolio. An
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:01 |
| Last Modified: | 17 Apr 2026 03:51 |
| URI: | http://eprints.eai.eu/id/eprint/41879 |
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