HIGHLIGHTS
- who: Hasee from the Department of Economics, Beijing Institute of Technology, Beijing, China have published the article: Portfolio Optimization for Six Companies in Different Industries, in the Journal: (JOURNAL)
- what: The estimations of FF3F parameters FF3F MKT beta FF3F SMB beta FF3F HML beta ACHC GS AWK NFLX NEM MYRG Then this paper can find the muximum Sharpe ratio portfolio and the results are showing below. This paper finds the minimum variance portfolio and the results are showing below.
- how: In this paper mean-variance analysis CAPM model and Fama-French model are . . .
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