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Prediction and Evaluation of Investment Portfolios Using Multi-Factor Models: A Case Study of Engineering & Construction and Insurance-Reinsurance Industries

Year: 2024

Type: article

Abstract: This analysis evaluates the performance of a portfolio selected from 20 common stocks across two industries: Engineering & Construction and Insurance-Reinsurance, covering period from 2020 to 2023. By utilizing historical data, a rigorous multi-factor approach is employed to assess the financial return and risk characteristics of the assets. Key metrics include the stocks and the total portfolio return and risk. These metrics provide empirical insights into the performance of the portfolio.

Source: Frontiers in Business Economics and Management

DOI: 10.54097/2t489r51

Author: Yiqiang Fan

Institution: Monash University Malaysia

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W4405140442

FWCI:

Cites: 3

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Related to: 10