Proceedings of the 2016 6th International Conference on Mechatronics, Computer and Education Informationization (MCEI 2016)

Researches on the Portfolio Model: a Literature Review

Authors
Chenggang Li, Yandan Xue, Min Li, Xiaoliang Liu, Lingyun Luo, Mingguo Zhang
Corresponding Author
Chenggang Li
Available Online December 2016.
DOI
https://doi.org/10.2991/mcei-16.2016.98How to use a DOI?
Keywords
Portfolio model; Behavioral finance; Market micro-structure; Liquidity; Order flow
Abstract
Since Markowitz put forward the security investment portfolio model, scholars have conducted in-depth research on the portfolio investment model, and have produced fruitful results. This paper systematically reviews the main progress of the portfolio model, including the development of portfolio based on behavior finance and market micro-structure, and point out the future development direction of the portfolio model.
Open Access
This is an open access article distributed under the CC BY-NC license.

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Proceedings
2016 6th International Conference on Mechatronics, Computer and Education Informationization (MCEI 2016)
Part of series
Advances in Intelligent Systems Research
Publication Date
December 2016
ISBN
978-94-6252-282-4
ISSN
1951-6851
DOI
https://doi.org/10.2991/mcei-16.2016.98How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Chenggang Li
AU  - Yandan Xue
AU  - Min Li
AU  - Xiaoliang Liu
AU  - Lingyun Luo
AU  - Mingguo Zhang
PY  - 2016/12
DA  - 2016/12
TI  - Researches on the Portfolio Model: a Literature Review
BT  - 2016 6th International Conference on Mechatronics, Computer and Education Informationization (MCEI 2016)
PB  - Atlantis Press
SP  - 475
EP  - 479
SN  - 1951-6851
UR  - https://doi.org/10.2991/mcei-16.2016.98
DO  - https://doi.org/10.2991/mcei-16.2016.98
ID  - Li2016/12
ER  -