Comparison between 4 portfolios under CAPM model

Comparison between 4 portfolios under CAPM model

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Optimizing portfolio has been a popular topic since it was proposed because it can reduce the investment risk. This study selected five active stocks from different industries, including Online E-Commerce, Commercial Banks, Motor Vehicles, Mobile Communication Production, and Telecommunications. Then they were allocated into five kinds of portfolio...

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... return of SPDR S&P 500EFT Trust in the same year is approximately 28.82%, which means the only two cases where the asset portfolio outperforms it are maximum Sharpe ratio (48.97%) and equal weights (45.28%). It can be observed from Figure 1 and Figure 2 as well. ...

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