Year: 2025
Type: article
Abstract: This project examines the outcomes of portfolio optimization using the Markowitz Model and the Index Model, applied to more than 20 years of historical data from ten prominent U.S. stocks and one broad equity index. The S&P 500 index serves as the benchmark equity index, while the one-month Fed Funds rate is utilized as the proxy for the risk-free rate.
Source: Finance & Economics
DOI: 10.61173/8m68kz98
Author: Bohao Zhang
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: hybrid
OpenAlex ID: W4409650152