Research on Return Forecasting and Portfolio Construction in China’s A-Share Market: Based on CAPM and Fama-French Three-Factor Models
This research investigates Capital Asset Pricing Model and Fama-French three-factor model effectiveness of return prediction and portfolio optimization for the Chinese A-share market. The empirical observation from January 2020 to December 2024 of shares listed on the Shanghai and Shenzhen stock exc...
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2025-01-01
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| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2025/09/shsconf_icdde2025_02005.pdf |
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