The Portfolio Construction During COVID-19 Pandemics Based on Markowitz Models and Index Models

Fan, Xinsong and Wang, Jiahao and Yi, Keming and Zhou, Lijia (2023) The Portfolio Construction During COVID-19 Pandemics Based on Markowitz Models and Index Models. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.

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Abstract

Contemporarily, COVID-19 has a huge impact on every aspect of life, especially business and finance. It penetrates so deeply that corporates lost a significant amount of their income. To investigate the impact on the financial market, we collected twenty-year data from 10 famous tickers to investiga

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:10
Last Modified: 17 Apr 2026 03:25
URI: http://eprints.eai.eu/id/eprint/42598

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