Study on the portfolio problem based on an improved factor analysis

MaRDI QIDQ2991478zbMATH OpenFDO

Authors Jianxi Zhao, Yong-Yu Yang, Lina Zhao

Publication date 10 August 2016

zbMATH Keywords

factor analysisMarkowitz M-V modelportfoliosecurities marketvariation coefficient method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Statistical methods; risk measures (91G70)

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