Risk Management and Return Prediction

no code implementations • 28 Jun 2020 • Qingyin Ge, Yunuo Ma, Yuezhi Liao, Rongyu Li, Tianle Zhu

Many researchers have been studying this issue, and the most pioneering one is Harry Markowitz's Modern Portfolio Theory developed in 1952, which is the cornerstone of investment portfolio management and aims at "maximum the return at the given risk".

Management Time Series Analysis