An Empirical Investigation of Markowitz and Index model in the US Capital Market
نویسندگان
چکیده
This paper uses Markowitz's portfolio theory and index model, combined with the five most commonly used constraints in market, to conduct analysis on ten stocks, order provide individual investors a more scientific investment construction method, seeking smallest risk maximum return providing relevant advice.
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ژورنال
عنوان ژورنال: BCP business & management
سال: 2022
ISSN: ['2692-6156']
DOI: https://doi.org/10.54691/bcpbm.v26i.1869