个人外汇市场最优组合研究——基于Markowitz均值方差组合模型

On the Optimal Portfolio in Individual Foreign Exchange Market

随着我国居民收入水平的提高,居民投资意识逐渐增强,外汇投资市场发展迅速,本文通过归纳我国个人外汇市场的投资渠道,结合对国内外有关投资产品选择理论研究成果的系统整理,运用哈利·马克维茨(Markowitz Harry)的均值方差组合模型,构建并分析个人外汇市场投资的最优组合和影响因素。最后,结合实际外汇数据,分析和计算最优投资额。

With the improvement of people＇ s income level in China, their consciousness of investment have gradually strengthened. Therefore foreign exchange investment market is developing rapidly. By summing up the investment channels of individual foreign exchange market in China, combining the securities investment theory and research at home and abroad systematically, applying Markowitz Harry＇s Mean-Variance Model, we can get the the optimal composition and influence factors of the individual foreign exchange investment market. Finally, the author will analysis and calculate the optimal amount of investment combining with the actual foreign exchange data to provide a reference for investors＇ rational investment.