Portfolio Selection Methods: Theory and Application

John Lee () and Cheng-Few Lee ()
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John Lee: Center for PBBEF Research
Cheng-Few Lee: The State University of New Jersey, Rutgers Business School

Chapter Chapter 25 in Essentials of Excel VBA, Python, and R, 2022, pp 643-669 from Springer

Abstract: Abstract The essential difference between the single- and multiple-index models is the assumption that the single-index model explains the return of a security or a portfolio with only the market. The multiple-index model (MIM) describes portfolio returns through the use of more than one index.

Date: 2022
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DOI: 10.1007/978-3-031-14236-9_25

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