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- W4297129332 abstract "Based on the classic mean-variance model, this paper makes a retrospective analysis of the efficiency and improvements of the model in China’s securities market. According to the characteristics in the Chinese market, this paper evaluates several papers about mean-variance model, including the improvement of quadratic programming, integer programming, interval number and short and long selling respectively. Mean-variance models improved by Chinese scholars have proved their effectiveness in corresponding empirical studies. Improvements of mean-variance model have positive influence to enriching investors’ ideas and providing referential value to the further development of China’s securities market." @default.
- W4297129332 created "2022-09-27" @default.
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- W4297129332 date "2022-01-01" @default.
- W4297129332 modified "2023-09-25" @default.
- W4297129332 title "Mean-Variance Model and Its Modifications in the Chinese Securities Exchange Market" @default.
- W4297129332 doi "https://doi.org/10.1007/978-981-19-5727-7_61" @default.
- W4297129332 hasPublicationYear "2022" @default.
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