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  5. Statistical Methods for Portfolio Optimization and Risk Management

Statistical Methods for Portfolio Optimization and Risk Management

来源 :中国系统工程学会 | 被引量 : 0次 | 上传用户：helpothers
【摘 要】
：
In this project we chose nine stocks from varying industries,namely Target,Toyota,Unilever,Apple,AIG,IBM,American Express,ABB,and Johnson & Johnson,we also compared those to S&P 500.
【作 者】
：
Xiaoqian Cheng Fan Ding 
【机 构】
：
School of Economics and Management,University of Chinese Academy of Sciences,China
【出 处】
：
中国系统工程学会
【发表日期】
：
2016年5期
【关键词】
：
Portfolio Optimization Risk Management 
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　　In this project we chose nine stocks from varying industries,namely Target,Toyota,Unilever,Apple,AIG,IBM,American Express,ABB,and Johnson & Johnson,we also compared those to S&P 500.
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