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The covariance between the stocks

The covariance between the stocks

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Descriptive statistics
The covariance between the stocks
Results for maximum Sharpe ratio portfolio under CAPM model
Results for minimum variance portfolio under CAPM model
+2 The estimations of FF3F parameters
Portfolio Optimization for Six Companies in Different Industries
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  • Mar 2023
Portfolio optimization is an essential step in the process of asset management. Studying portfolio can help people gain greater benefits after investing their assets. This paper makes a subjective analysis of the stocks in the American stock market, and finally selects six stocks from different fields, including health care, finance, public utiliti...
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