Proceedings of the 2022 6th International Seminar on Education, Management and Social Sciences (ISEMSS 2022)

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Contemporary Theoretical Models of Portfolio Risk

Authors
Siwei Qiang1, Mengyao Wang2, *, Wenwen Wu3
1New Oriental Education, Beijing, China
2Beijing Shuren Private School, Beijing, China
3Blyth Academy, Toronto, ON, Canada
*Corresponding author. Email: Catherinewang1201@163.com Email: 3540898113@qq.com Email: 3209777980@qq.com
Corresponding Author
Mengyao Wang
Available Online 29 December 2022.
DOI
10.2991/978-2-494069-31-2_363How to use a DOI?
Keywords
Portfolio; Expected return; Risk diversification; APT theory; VaR; Expansion Financing theory
Abstract

Portfolio theory has been widely studied by scholars all over the world since its inception. The analysis and diversification of portfolio risk based on theoretical analysis as well as calculation has been the main research object of many financiers and scientists; the modern portfolio theory they created also takes into full consideration the psychology and thinking of investors. In this paper, based on the analyses and researches of eight papers, the advantages, disadvantages, opportunities and applications of three main principal portfolio risk theories including MPT theory, VaR theory and Expansion financing theory were discussed in this literature review. The results demonstrates that in order to adapt to market changes and the increasing prevalence of investments, portfolio risk theories are needed to keep up with the times and thus help investors to gain more returns. The paper might provide some useful information on the portfolio risk theory and some aids for judgments on investment risk diversification.

Copyright
© 2022 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the 2022 6th International Seminar on Education, Management and Social Sciences (ISEMSS 2022)
Series
Advances in Social Science, Education and Humanities Research
Publication Date
29 December 2022
ISBN
10.2991/978-2-494069-31-2_363
ISSN
2352-5398
DOI
10.2991/978-2-494069-31-2_363How to use a DOI?
Copyright
© 2022 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Siwei Qiang
AU  - Mengyao Wang
AU  - Wenwen Wu
PY  - 2022
DA  - 2022/12/29
TI  - Contemporary Theoretical Models of Portfolio Risk
BT  - Proceedings of the 2022 6th International Seminar on Education, Management and Social Sciences (ISEMSS 2022)
PB  - Atlantis Press
SP  - 3095
EP  - 3101
SN  - 2352-5398
UR  - https://doi.org/10.2991/978-2-494069-31-2_363
DO  - 10.2991/978-2-494069-31-2_363
ID  - Qiang2022
ER  -