Portfolio Optimization Analysis with Markowitz and Index Models in Capital Markets

This project examines the outcomes of portfolio optimization using the Markowitz Model and the Index Model, applied to more than 20 years of historical data from ten prominent U.S. stocks and one broad equity index. The S&P 500 index serves as the benchmark equity index, while the one-month Fed Funds rate is utilized as the proxy for the risk-free rate.

Authors

Publication Details

Journal
Finance & Economics
Published
2025-04-21
DOI
https://doi.org/10.61173/8m68kz98
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
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article

Portfolio Optimization Analysis with Markowitz and Index Models in Capital Markets

Bohao Zhang
Finance & Economics
Stochastic processes and financial applications
article

Portfolio Optimization Analysis with Markowitz and Index Models in Capital Markets

Bohao Zhang
article en

Abstract

This project examines the outcomes of portfolio optimization using the Markowitz Model and the Index Model, applied to more than 20 years of historical data from ten prominent U.S. stocks and one broad equity index. The S&P 500 index serves as the benchmark equity index, while the one-month Fed Funds rate is utilized as the proxy for the risk-free rate.

Finance & EconomicsVol. 1(2)
Openalex Percentile: Top 89%
Stochastic processes and financial applications
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Portfolio Optimization Analysis with Markowitz and Index Models in Capital Markets — Bohao Zhang · Finance & Economics (2025) | TGRS Research Map | TGRS