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Author/Affiliation: Bouchra RadiOpen AccessArticle
10 Pages, 524 KB 
An Empirical Comparison of Different Two-Factor Models in the Context of Portfolio Optimisation
Abstract:
The crisis linked to the COVID-19 and the uncertainty it generates in the unprecedented health, societal, economic and financial fields have had a strong impact on the stock markets. Indeed, in such a climate of very high uncertainty, it is to be expected that the excessive stock market price movements will continue, with both declines…
Read More(This article belongs to the sp-covid19 (Special Issue on the Economic Impact of COVID-19 on Companies and Consumers 2020-21) & Section Operations Research & Management Science (ORM))