id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fbem-19724	Li, Zehua	Capital Allocation Analysis based on Markowitz Model and Index Model	2024	7	.pdf	application/pdf	4217	189	48	Weights of min variance portfolio calculated by Index Model SPX QCOM AKAM ORCL MSFT CVX XOM IMO KO PEP MCD Constr1 -2.07% -11.23% 0.00% -11.53% -11.12% -9.19% -4.86% 28.24% 24.89% 26.18% 70.69% Constr2 30.12% -2.66% -2.68% -2.02% -1.79% -0.60% 1.95% 2.35% 28.26% 28.92% 18.15% Constr3 30.11% -2.68% -2.67% -2.01% -1.82% -0.58% 1.96% 2.33% 28.27% 28.94% 18.15% Constr4 19.13% 0.00% 0.00% 0.00% 0.00% 0.00% 1.99% 2.37% 28.71% 29.39% 18.41% Constr5 0.00% -0.70% -1.72% 0.39% 1.33% 2.57% 5.45% 4.44% 32.89% 33.59% 21.75% On the Weight assignment, except for the scenario of constraint 1, the two modes have similar distribution on the assets, indicating that even under different model, the minimum variance portfolios are likely to be similar based on the same dataset. Weights of min variance portfolio calculated by Markowitz Model SPX QCOM AKAM ORCL MSFT CVX XOM IMO KO PEP MCD Constr1 28.03% -1.09% -1.48% -0.57% -2.69% -10.58% 3.54% 6.43% 26.93% 29.98% 21.50% Constr2 28.01% -1.10% -1.48% -0.57% -2.68% -10.57% 3.55% 6.42% 26.93% 29.98% 21.50% Constr3 28.03% -1.09% -1.48% -0.57% -2.69% -10.58% 3.54% 6.43% 26.93% 29.98% 21.50% Constr4 15.70% 0.15% 0.00% 0.00% 0.05% 0.00% 0.23% 4.01% 27.67% 30.64% 21.56% Constr5 0.00% 1.12% -0.40% 1.86% 2.06% -7.29% 6.84% 7.19% 30.19% 33.71% 24.71% Table 4.	cache/fbem-19724.pdf	txt/fbem-19724.txt