Journal of Applied Mathematics and Physics

Vol.3 No.7(2015), Paper ID 57658, 6 pages

DOI:10.4236/jamp.2015.37099

 

Application of Volatility in Portfolio Construction

 

Michael Ha, George Z. Liu, Lihui Zheng

 

Department of Mathematical Sciences, Xi’an Jiaotong-Liverpool University, Suzhou, China
Head of Risk Strategy & Derivatives, Asia Pacific, Allianz Global Investors, Hong Kong, China
Head of Risk Management Department, Huatai-Pinebridge Fund Management Co. Ltd, Shanghai, China

 

Copyright © 2015 Michael Ha, George Z. Liu, Lihui Zheng et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Ha, M. , Liu, G. and Zheng, L. (2015) Application of Volatility in Portfolio Construction. Journal of Applied Mathematics and Physics, 3, 808-813. doi: 10.4236/jamp.2015.37099.

Copyright © 2024 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.