Review for the Different Portfolio Methods Such as Mean-variance Analysis and Fama Factor Model

  • Wang T
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Abstract

… It does not allow for "herd behavior" or investors who … , book-tomarket ratio, and price-to-earnings ratio of listed companies can explain the difference in stocks. The difference in the rate …

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Wang, T. (2022). Review for the Different Portfolio Methods Such as Mean-variance Analysis and Fama Factor Model. In Proceedings of the 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022) (Vol. 211). Atlantis Press. https://doi.org/10.2991/aebmr.k.220307.067

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