@inproceedings{7c8ad69d8a0b49b09fa33a28ca851ade,
title = "Portfolio Selection Using Mean-variance Model for Financial Technology Sector in the Australian Market Before and During COVID-19",
abstract = "This paper presents a framework for portfolio selection using the mean-variance model utilizing Australian fintech company stocks before and during the COVID-19 pandemic. The investment pool consisting of fintech companies undergo a series of criteria to be determined. Mean-variance model is applied to identify the optimal portfolio using equally likely historical return estimates. The market was used as a benchmark to compare the portfolio performance. Back-test pre and during COVID show that most portfolios can outperform the benchmark in terms of returns while most portfolios also have a higher risk than the benchmark. The findings of this study may provide an alternative portfolio selection framework for any investor type considering the financial technology sector.",
keywords = "COVID-19, fintech, investment, mean-variance, portfolio selection",
author = "Rebualos, {R. A.} and Young, {M. N.} and Prasetyo, {Y. T.} and R. Nadlifatin",
note = "Publisher Copyright: {\textcopyright} 2022 IEEE.; 2022 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2022 ; Conference date: 07-12-2022 Through 10-12-2022",
year = "2022",
doi = "10.1109/IEEM55944.2022.9989520",
language = "English",
series = "IEEE International Conference on Industrial Engineering and Engineering Management",
publisher = "IEEE Computer Society",
pages = "412--416",
booktitle = "IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2022",
address = "United States",
}