Qiao, Yuqi and Yuan, Jiaqi and Wang, Zhiqi (2023) Portfolio Construction Based on Financial Indicators. 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
This paper focuses on the portfolio construction that determines the assets arranged in the portfolio based on some relatively novel and unique financial indicators. After that, the Monte Carlo simulation is used to find the efficient frontier and the allocation distribution of each asset. Subsequen
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:01 |
| Last Modified: | 17 Apr 2026 03:50 |
| URI: | http://eprints.eai.eu/id/eprint/41900 |
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