Abstract:Optimizing portfolio has been a popular topic since it was proposed because it can reduce the investment risk. This study selected five active stocks from different industries, including Online E-Commerce, Commercial Banks, Motor Vehicles, Mobile Communication Production, and Telecommunications. Then they were allocated into five kinds of portfolios, which are tangency portfolios and minimum variance portfolios under Capital Asset Pricing Model and Fama-French three-factor Model, as well as the 1/N portfolio. … Show more
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