Lei, Jiantao and Xiao, Bowen and Xue, Yufei (2023) Portfolio Optimization and Modeling Analysis for Portfolio Return. 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 mainly focuses on two parts – portfolio optimization and modeling. The theory of efficient frontier and Sharpe ratio are used to optimize and select the portfolio. The paper's portfolio used to do further research is the frontier portfolio with the most significant Sharpe ratio. This pape
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:02 |
| Last Modified: | 17 Apr 2026 03:47 |
| URI: | http://eprints.eai.eu/id/eprint/41976 |
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