Gao, Ruihan (2024) The Empirical Research on Time-series Efficiency in Technology Industry, based on CAPM, Fama-French Three-Factor model, and Fama-French Five-Factor Model. In: Proceedings of the 5th International Conference on Economic Management and Model Engineering, ICEMME 2023, November 17–19, 2023, Beijing, China.
![[thumbnail of 60071.pdf]](http://eprints.eai.eu/style/images/fileicons/application_pdf.png "60071.pdf")
PDF
60071.pdf
Download (196kB)
Abstract
Technical companies are renowned as stock market hotspots and are popular among investors. In light of the foregoing, this research uses excel solver to find the optimal portfolio by maximizing the Sharpe Ratio, then this research employs three widely used asset pricing models (CAPM, FF3F, and FF5F)
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 17:17 |
| Last Modified: | 17 Apr 2026 00:14 |
| URI: | http://eprints.eai.eu/id/eprint/47641 |
Actions (login required)
- View Item