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The Optical Portfolio of the Markowitz Model and the Index Model

  • Zhang Z
Proceedings of the 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022) (2022) 211
DOI: 10.2991/aebmr.k.220307.248
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Abstract

This paper compares the effectiveness of the Markowitz model with the Single Index model. Using ten stocks of the S&P 500 index from 2000 to 2020, we first calculate the portfolio of the two models and then find the optimal portfolio to help people know better about choosing a better model under different conditions. In this paper, the portfolio...

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Zhang, Z. (2022). The Optical Portfolio of the Markowitz Model and the Index 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.220307.248

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