Comparison of markowitz model and index model in different constraints

HIGHLIGHTS

  • What: The research focus during this period includes expanding the model and increasing empirical research to adapt to the actual market environment and test the applicability of the model. This model seeks the optimal asset portfolio under a given expected return level by minimizing portfolio variance.
  • Who: Zheng Wu from the Department of Mathematics, University of Washington Seattle, NE Campus Pkwy, Seattle, WA98195, United States have published the research work: Comparison of Markowitz Model and Index Model in Different Constraints, in the : Proceedings of the 2nd International Conference on Management Research and Economic Development
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