Portfolio Construction of Energy-Related Assets
نویسندگان
چکیده
Portfolio construction is one of the most fatal issues modern finance, which can effectively gain returns or reduce risks. This study constructs portfolios in energy-related assets. Specifically, Monte Carlo simulations are carried out for a hundred thousand times order to discover efficient frontier and find minimum variance maximum sharp ratio portfolio. According simulations, American Electric Power possesses largest share portfolio, while NextEra Energy method. The results may benefit certain investor financial markets shed lights focus more on portfolio allocation during constructing.
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ژورنال
عنوان ژورنال: E3S web of conferences
سال: 2021
ISSN: ['2555-0403', '2267-1242']
DOI: https://doi.org/10.1051/e3sconf/202127501001