证券投资优化组合的界面理论与实证分析

Interfacial Theory and Demonstration Analysis of Security Investment Optimizing Combination

在马柯维茨假设的基础上探讨了证券投资组合的有效边界和无差异曲线的基本特性,进而提出了一种选择最优证券投资组合的分析方法,并对上证30指数的指标股进行了实证研究,其结果可望为证券投资实践提供某种程度的科学依据。

Based on the Markowitz hypothesis,this paper discussed the effective interface of security investment combination and the basic character of undifferentiated curve, provided and analysis method for choosing the best security investment combination, and carried on the demonstration research on the index stock of index 30, the result could provided scientific foundation for security investment practice.