Researches on the Portfolio Model: a Literature Review

DOI

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.

Copyright

© 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/).

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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  -