投资项目经济评价指标的应用比较分析  

Comparative Application Analysis on Economic Assessment Indicators of Investment Projects

作　　者：王昊明 WANG Haoming(Business School,University of Exeter,Devon EX4 4PU,United Kingdom)

机构地区：[1]埃克塞特大学商学院

出　　处：《鞍山师范学院学报》2019年第1期18-21,共4页Journal of Anshan Normal University

摘　　要：本文运用投资组合理论,利用夏普比率寻找最优的被动投资组合,并结合改良后的Black-litterman模型,通过多家投行的分析报告,主观调整投资组合中股票的权重,结果显示,经过主观调整的全球范围内选择的股票投资组合表现良好,收益值比基准收益更高。This paper uses the portfolio theory to find the optimal passive investment portfolio by using Sharpe ratio.Black-litterman’s investment theory is used to subjectively adjust the weights of stocks in the portfolio through the analysis reports of multiple investment banks.The final result shows that the stock portfolio subjectively selected by the global adjustment performs well and the return value is higher than the benchmark income.

关 键 词：投资组合 全球经济 行业选择 夏普比率 Black-litterman 

分 类 号：F224[经济管理—国民经济]