Abstract
Nowadays, the rose of interest in the US and the changes in the value of the dollar case the public attention of investors on stocks. The US company stock was under a great change in this situation. So, the investors are now focusing on finding the portfolio optimization on the investment allocation. This study directly focuses on the selected five stocks of interest company to find the portfolio optimization using the Monte Carlo simulation and com-pare its return with the actual data. By Monte Carol simulation, the maxi-mum Sharpe ratio and the minimum volatility portfolios would be generat-ed, Netflix is regarded as the largest weight in the maximum Sharpe ratio portfolio, while Sunning is regarded as the largest proportion weight in the minimum volatility portfolio. Besides, after evaluating the results, the max-imum Sharpe ratio and minimum volatility portfolio perform better than the standard 1/N portfolio. Using this portfolio optimization, investors can find how to allocate their investment through several stocks to get the maximum returns with relatively low risk.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Advances in Economics, Management and Political Sciences
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
