Economics, Econometrics and Finance
2 years ago

Optimize Your Investments: New Model Maximizes Returns in U.S. Capital Market

Advances in economics, business and management research/Advances in Economics, Business and Management Research
Application of Mean-Variance Model in the U.S. Capital Market
Ke-ke LIN

Paper Summary

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The article explores how to best invest in different industries like steel, technology, healthcare, information, and energy in the U.S. capital market. By using three methods, the researchers found that certain assets had the highest weights in portfolios for maximum returns and minimum risk. For example, 'LMBEX' was a significant asset in the FF3F model, while 'ADX' and 'LMBEX' were important in the CAPM model. This information can help potential investors interested in these industries make informed decisions.