Portfolio Optimization Based on Markowitz Investment Theory and Monte Carlo Simulation
In the current global economic recovery, the market still has a certain degree of volatility, in the case of volatility or bad market how to go to the portfolio and optimize it is a very critical task. In this paper, based on Markowitz’s investment theory, Monte Carlo algorithm is applied to achieve...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2024-01-01
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| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2024/08/shsconf_icdde2024_01009.pdf |