Optimal Metaverse Stock Portfolio Through Markowitz Model and Full Index Model

DOI

10.2991/aebmr.k.220405.216How to use a DOI?

Keywords

Optimal portfolio; Markowitz Model; Full Index Model

Abstract

The main purpose of this paper is to understand the different results of using the Markowitz Model and Full Index Model to derive the return and risk level of the optimal metaverse portfolios at the side of traders, and how different constraints affect the return and risk portfolios. The method used is Markowitz Model and the Full Index Model. In the paper, the detailed calculation methods are shown, and the results are generated by Excel. If you prefer to use a computer language other than Excel. The finding is Full Index Model always gave a lower rate of return at the same level of risk, and constraints always brought negative effects to the return of portfolios. Therefore, it suggests using the Full index Model to derive optimal portfolios and invest without any constraint.

Copyright

© 2022 The Authors. Published by Atlantis Press International B.V.

Open Access

This is an open access article distributed under the CC BY-NC 4.0 license.

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TY  - CONF
AU  - Yurou Chen
PY  - 2022
DA  - 2022/04/29
TI  - Optimal Metaverse Stock Portfolio Through Markowitz Model and Full Index Model
BT  - Proceedings of the 2022 7th International Conference on Social Sciences and Economic Development (ICSSED 2022)
PB  - Atlantis Press
SP  - 1301
EP  - 1307
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.220405.216
DO  - 10.2991/aebmr.k.220405.216
ID  - Chen2022
ER  -