Prediction and Evaluation of Investment Portfolios Using Multi-Factor Models: A Case Study of Engineering & Construction and Insurance-Reinsurance Industries
This analysis evaluates the performance of a portfolio selected from 20 common stocks across two industries: Engineering & Construction and Insurance-Reinsurance, covering period from 2020 to 2023. By utilizing historical data, a rigorous multi-factor approach is employed to assess the financial return and risk characteristics of the assets. Key metrics include the stocks and the total portfolio return and risk. These metrics provide empirical insights into the performance of the portfolio.
Authors
- Ye Fan (ORCID: https://orcid.org/0000-0001-8517-1391)
Institutions
- Monash University Malaysia (MY)
Publication Details
- Journal
- Frontiers in Business Economics and Management
- Published
- 2024-08-30
- DOI
- https://doi.org/10.54097/2t489r51
- Primary Topic
- Insurance and Financial Risk Management
- Type
- article
- Field-Weighted Citation Impact
- 0.00