Author(s)

Shitong Chen

Corresponding Author

Shitong Chen

ABSTRACT

Investing is a major trend in the financial world today. There are many types of investments and a wide range of combinations. Investing in the combinations that would provide the highest return is what everyone wants. To figure out the most efficient combination of the portfolios, we gather data of 10 companies from 5/11/2001 to 5/12/2021 and use the Markowitz Model to find out the best portfolio under 5 different constraints. The minimum variance has a return of 0.007979, and the maximum sharp has a return of 0.464124. The data and method we use may not be the newest, and there's still a need for improvement in the future for analysis.

KEYWORDS

Markowitz Model, portfolios, stock