运用MTV模型与Morkowitz证券组合选择模型的投资决策系统

Investing Decision-making System based on MTV and Morkowitz Security Assemble Selection Model

证券组合投资理论是现代投资理论研究的主要方向,讨论了利用期望和方差的秩系数法、MTV模型、Morkowitz证券组合选择模型,提出了投资决策方法,构造了一实用的投资决策系统。

Security assembly investment theory is the main research direction of modern investment theory.This paper discussed rank coefficient method based on expectation and variance, MTV model,Morkowitz security assembly selection model,provided investing decision-making method,built the practical investing decision-making system.