An Empirical Investigation of Markowitz and Index model in the US Capital Market

Xiaofan Sun

doi:10.54691/bcpbm.v26i.1869

Authors

Xiaofan Sun

DOI:

https://doi.org/10.54691/bcpbm.v26i.1869

Keywords:

Markowitz Model, Index Model, Portfolio Management, Financial Markets.

Abstract

This paper uses Markowitz's portfolio theory and index model, combined with the five most commonly used constraints in the market, to conduct portfolio analysis on ten stocks, in order to provide individual investors with a more scientific investment portfolio construction method, seeking the smallest risk and maximum return and providing relevant investment advice.

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