Construction and interpretation of efficient frontiers in U.S. and China stock markets.

• Main Authors: Chin, Yee Weng., Li, Xue., Mu, Lei.
• Other Authors: Cheang, Gerald Hock Lye
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Stock exchanges
• Online Access: http://hdl.handle.net/10356/10526
• Institution: Nanyang Technological University

This research uses the Mean-Variance (M-V) portfolio selection method, the very fundamental tool proposed by Markowitz, to plot efficient frontiers for the stock markets in the United States and China. Investigations and interpretations carried out for the efficient frontiers provide some insights i...