Construction of Multiple Type Assets Portfolio Based on Stocks, Options, Futures, ETFs, Bonds and Cryptocurrencies

The development of portfolio theory has mainly been through 3 stages to become a mature system contemporarily. This theory is a practical approach in choosing and managing investments to maximize general returns within an acceptable level of risks. The topic in this study is a discussion about the Construction of multiple type assets portfolio based on Stocks, Options, Futures, ETFs, Bonds and Cryptocurrencies. The objective is to find out in what quantities and proportions can these assets be combined to realize the maximum returns. According to the anlaysis, the result suggests that under 3 different optimal situations, the optimal weight of each asset will be different depend on their individual return and variance, based on the application of modern portfolio theory and mean variance model. This study can not only make investors understand how to practice the portfolio theory to enlarge the return for a portfolio, but also fill the gap of investment-related research.