基于马科维茨投资组合模型的深交所最优投资组合研究与实证分析  

The Optimal Investment Portfolio Study and Empirical Analysis ofShenzhen Stock Exchange Based on Markowitz Portfolio Model

作　　者：吴伟力[1] 赵柳悦 WU Weili;ZHAO Liuyue(School of Mathematics and Statistics,Xuzhou University of Technology,Xuzhou,221018,China)

机构地区：[1]徐州工程学院数学与统计学院,江苏徐州221018

出　　处：《徐州工程学院学报（自然科学版）》2023年第2期17-28,共12页Journal of Xuzhou Institute of Technology(Natural Sciences Edition)

基　　金：徐州市推动科技创新专项资金项目(KC16SQ183)。

摘　　要：为减少投资带来的非系统性风险,针对选取的深圳交易所A股ZK、ZC、PA、GY 4只股票,运用马科维茨投资组合模型分析计算,最终发现证券市场的投资规律,并给予散户贴近实际的投资建议.In order to reduce the unsystematic risks caused by investment,the Markowitz portfolio model was used to analyze and calculate the four selected A-share stocks including ZK,ZC,PA,GY from Shenzhen Stock Exchange.The investment rules of the securities market was then explored,and the practical investment suggestions were given to the retail investors.

关 键 词：马科维茨投资组合模型 股票 无风险资产 风险资产 

分 类 号：O212.4[理学—概率论与数理统计] F832.51[理学—数学]