Li, Yan; Li, Weiping - In: Journal of Risk and Financial Management 14 (2021) 11, pp. 1-25
sector investment, we show that the sector portfolio of 'information transfer, software and information technology services …' performs the best among the 10 sector portfolios. In addition, seven approaches of the optimal portfolio in ten sectors are … examined, and the results suggest that the classic Markowitz portfolio approach is recommended. Our empirical analysis is …