Researches on the Portfolio Model: a Literature Review
- 10.2991/mcei-16.2016.98How to use a DOI?
- Portfolio model; Behavioral finance; Market micro-structure; Liquidity; Order flow
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.
- © 2017, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
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 - Proceedings of the 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 - 10.2991/mcei-16.2016.98 ID - Li2016/12 ER -