证券组合选择理论在股票投资中的应用(英文)  

Application of Portfolio Theory in the Stock Investment

作　　者：詹翎皙[1] 

机构地区：[1]西交利物浦大学,江苏苏州215123

出　　处：《四川理工学院学报（自然科学版）》2011年第3期361-365,共5页Journal of Sichuan University of Science & Engineering(Natural Science Edition)

摘　　要：以上海证券交易所中上证材料,上证能源,上证工业,上证可选(可选消费),上证消费,上证金融,上证医药,上证信息,上证电信,上证公用十个行业的数据为样本,利用马科维茨证券组合选择理论,通过均值-方差模型、以期望收益最大值、最小值,方差最小值确定投资组合的有效边界,根据有效边界选择投资组合。Using statistics of ten industries in Shanghai Stock Exchange（SSE）,including Materials,Energy,Industry,Alternative Consumption,Consumption,Finance,Pharmacy,Information,Telecom and Public Use,study the portfolio theory of Markowitz.This paper is going to explain how the mean-variance model of Markowitz works,with the maximum and minimum expected return,the minimum variance determining the efficient frontier,then choose the reasonable portfolio according to the efficient frontier.

关 键 词：证券组合选择理论 股票投资 收益期望 方差 边界 投资组合 

分 类 号：F830.91[经济管理—金融学]