资产组合理论在股票投资中的应用实践

Application of Portfolio Theory in Stock Investment Practice

通过建立马克威茨有效边界模型对所收集的10只股票的标准差及收益率进行分析,解释资产组合理论的有效性。然后,对马克威茨资产组合模型进行简化,运用到我国股票市场中,解决在已定风险范围内收益率最高的资产组合与在已定收益率后风险最低的资产组合的比例问题。最后,对我国股票市场以及投资者提出建议,实现投资者与上市公司共赢局面,促进股票市场有效和谐地发展。

In this paper, based on the effective use of the boundary theory of Markowitz to analyze the income of the 10 stocks collected by the standard deviation, a conclusion is drawn to explain the validity of portfolio theory.In addition, Markowitz portfolio model was simplified and applied to China＇s stock market to indicate the proportion of the portfolio returns between the highest risk and the lowest risk of the proportion. Finally, appropriate recommendations are made for investors, and listed companies to achieve a win-win situation and to promote the harmonious development of the stock market effectively.