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Keyword: Mean-Variance (MV)Open 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 Special Issue on the Economic Impact of COVID-19 on Companies and Consumers 2020-21 & Section Operations Research & Management Science (ORM))