Tian, Yuheng and Zhao, Yijin (2000) Application of Portfolio Optimization Based on Mean-Variance Theory in Financial Market. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
![[thumbnail of 53608.pdf]](http://eprints.eai.eu/style/images/fileicons/application_pdf.png "53608.pdf")
PDF
53608.pdf
Download (242kB)
Abstract
This paper uses mean-variance portfolio theory to find the optimal portfolios among stocks and indices based on historical annual rate of returns calculated from stock prices. The stocks consist primarily of the S&P 500, NYSE 100, NASDAQ 100, Russell 2000, and BRKA indices, as well as risk-free asse
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:10 |
| Last Modified: | 17 Apr 2026 03:24 |
| URI: | http://eprints.eai.eu/id/eprint/42622 |
Actions (login required)
- View Item