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This is a Quantitative Study study.

A Study of Short Sale Constrained Portfolios Based on the Mean-Variance Model in the U.S. Stock Market

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The optimal frontier portfolio achieved an expected return of 0.013, demonstrating effective risk-return management.
Monthly stock growth rates and covariance matrix calculations were employed for portfolio optimization across selected U.S. stocks.
Iterative calculations were conducted under a short-sale prohibition, adhering to practical market constraints.
This research provides quantitative insights for investors looking to formulate effective investment strategies.

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This analysis reveals optimal portfolios balancing return and risk in U.S. stocks, highlighting mean-variance concepts.

Yaming Liu (2025) studied this question.

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