Application of mean-variance modal in four industries
نویسندگان
چکیده
Portfolio optimization is highly valued and used by many people in the financial field. This paper analyzes asset portfolio allocation of different industries, namely, transportation industry, software semiconductor insurance industry. selected four representative assets from these then mean-variance combination model to analyze forecast return on investment. In order find optimal proportion investment industries. The results show that "MMC" has largest weight least squares maximum Sharpe ratio combination's "MSFT" percentage highest, while "UPS" smallest ratio. Therefore, predicts industry can get rate return, cosmetics nursing cannot return.
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ژورنال
عنوان ژورنال: BCP business & management
سال: 2022
ISSN: ['2692-6156']
DOI: https://doi.org/10.54691/bcpbm.v35i.3394