Economics, Econometrics and Finance
2 years ago

Optimizing Portfolio Allocation in U.S. Capital Market Maximizes Investor Returns

3 views
BCP Business & Management
Application of Mean-Variance Model in the U.S. Capital Market
Qinyuan Luo

Paper Summary

The article analyzes how to optimize portfolios for different companies in the U.S. stock market using mean-variance analysis, CAPM, and FF3F model. By calculating different weights, the study found that "POAHY" had the highest weight in the FF3F model and CAPM model, indicating it could provide the maximum return for investors in financial markets.

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