Liu, Xinyu and Zhou, Haozhe and Liu, Shuming (2023) The Experimental Verification of Portfolio Management Theory Based on Normal Distribution and i.i.d. Test. 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
American economist Markowitz put forward the portfolio theory for first time in 1952. Even though it has developed for decades，constant main idea is still diversification. Based on 9 risky assets and one typical risk-free asset, we assume all are subjeccted to normal distribution and i.i.d. after te
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:48 |
| URI: | http://eprints.eai.eu/id/eprint/41961 |
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