Research on Capital Asset and Investment Portfolio
- 10.2991/assehr.k.211209.170How to use a DOI?
- Index model; Markowitz model; Investment Portfolio; statistical constraints
Throughout history, using capital assets models, such as Markowitz and Index model, is important for investors to compare different portfolios, and decide the asset arrangement. Doing statistical analysis and comparisons of stock prices for different companies is necessary when we want to find the optimal portfolio to make an investment. This research analyzed six corporations’ stock indexes from 2000 to 2020 by using the Markowitz model and Index model. Besides, five different constraints are put and discussed to make the research more useful to implement in realistic settings. The results calculated using the Markowitz and Index model are similar, even though there are slight differences under different constraints. The real meaning of our research is that using the Markowitz model leads to higher returns for the portfolio investment when both models are set to have a maximum standard deviation. Our research provides empirical insight into the investor’s decision.
- © 2021 The Authors. Published by Atlantis Press International B.V.
- Open Access
- This is an open access article under the CC BY-NC license.
Cite this article
TY - CONF AU - Zeyu Li AU - Jin Liu AU - Yixin Zhang AU - Yuqian Zou PY - 2021 DA - 2021/12/15 TI - Research on Capital Asset and Investment Portfolio BT - Proceedings of the 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021) PB - Atlantis Press SP - 1047 EP - 1053 SN - 2352-5428 UR - https://doi.org/10.2991/assehr.k.211209.170 DO - 10.2991/assehr.k.211209.170 ID - Li2021 ER -