摘要
开放的金融市场能有效地从社会各个角落中吸收闲散资金，形成根据货币供求状况在各部门、各地区之间重新分配资金的机制。另外，在资金市场上，资金在追逐利益中自由流动，因而必然流向经济效益高的部门。因此投资者在做证券投资追求利益的时候，必然要做出证券投资组合决策，使投资者的投资达到最优。考虑到决策受到各因素的影响，建立一个均值-方差投资组合选择模型。最后，结合数值检验，验证了模型的准确性。
Open financial markets can effectively absorb idle funds from all corners of society. Mechanism to reallocate of funds between the various departments and regions based on money supply and demand conditions is formed. In addition,the capital markets with free flow of capital in the pursuit of interests inevitably flow to high economic sector. Therefore,investors in making investment securities pursuit of the interests of time make portfolio decisions. Taking into account the decisions influenced by various factors,a mean - variance portfolio selection model is established. Finally,the numerical test to verify the accuracy of the model is carried on.
出处
《山东师范大学学报（自然科学版）》
CAS
2015年第3期25-29,共5页
Journal of Shandong Normal University(Natural Science)
基金
国家自然科学基金资助项目（50979029）
河海大学自然科学基金资助项目（2008431111）
关键词
金融市场
投资组合
最优
均值
-
方差
financial markets
portfolio
optimal
mean - variance
