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Portfolio construction by using Markowitz Model and Index Model during pandemic of COVID-19
2022
BCP Business & Management
During the epidemic, many industries have been hit to varying degrees, social productivity has sharply decreased, and economic development has stagnated or even regressed. It is estimated that global GDP declined by 4.3% in 2020 due to the impact of the pandemic. The same thing happened in the stock market, where the epidemic increased the vulnerability of it, causing stock prices to fluctuate greatly and investors to suffer losses. Recently a bunch of studies have focused on how to make
doi:10.54691/bcpbm.v26i.1874
fatcat:plgdw4d5czanha76sgkmhojcvm