Jiantao Lei, Bowen Xiao, Yufei Xue
Abstract
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This paper mainly focuses on two parts – portfolio optimization and modeling. The theory of efficient frontier and Sharpe ratio are used to optimize and select the portfolio. The paper's portfolio used to do further research is the frontier portfolio with the most significant Sharpe ratio. This pape
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This paper mainly focuses on two parts – portfolio optimization and modeling. The theory of efficient frontier and Sharpe ratio are used to optimize and select the portfolio. The paper's portfolio used to do further research is the frontier portfolio with the most significant Sharpe ratio. This pape
Key concepts: Efficient frontier, Portfolio, Portfolio optimization, Modern portfolio theory, Sharpe ratio, Post-modern portfolio theory, Computer science, Frontier