Markowitz-Based Portfolio Research

DOI

10.2991/978-94-6463-222-4_30How to use a DOI?

Keywords

Equity; Investment; Portfolio Model

Abstract

Stock investment, as an investment behavior, faces various situations of unknown uncertainty, therefore, it is very important to reduce the unsystematic risk of stocks and eliminate uncertainty by various means and technical methods for investing in stocks. In this paper, we will use python and the data of listed companies in CSMAR database to construct the Markowitz portfolio model to study the risk and return problem in stock portfolio based on Markowitz portfolio theory. The paper also uses the empirical analysis in A-share market to show that Markowitz portfolio theory can effectively reduce the risk while obtaining the return.

Copyright

© 2023 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Yuyang Lin
AU  - Guoxi Su
AU  - Jingrui Pan
AU  - Pengtao Zhang
PY  - 2023
DA  - 2023/08/28
TI  - Markowitz-Based Portfolio Research
BT  - Proceedings of the 2023 2nd International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2023)
PB  - Atlantis Press
SP  - 290
EP  - 295
SN  - 2589-4919
UR  - https://doi.org/10.2991/978-94-6463-222-4_30
DO  - 10.2991/978-94-6463-222-4_30
ID  - Lin2023
ER  -