摘要
本文针对理性风险厌恶投资者提供一种投资策略,从上市公司基本面和历史收盘数据方面挑选个股,利用马柯维茨模型确定个股配置比例,并根据实际情况,用 VaR 约束优化模型。
The paper will provide an investment method to investor who hate the risk.According to the foundation and historical data of the listed corporations,we make the Markowitz model to the ratio of stock we should invest.However,we will optimize the model with VaR restriction.
