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| 基于公司指标下的最优投资组合实证分析 | |
| 引用本文： | 石萍,何莉敏. 基于公司指标下的最优投资组合实证分析[J]. 包头钢铁学院学报, 2009, 28(4): 389-390 |
| 作者姓名： | 石萍 何莉敏 |
| 作者单位： | 内蒙古科技大学数理与生物工程学院,内蒙古包头014010 |
| 摘 要： | 基于影响股票收益的公司指标,通过实证分析比较两阶段法与随机选取股票进行最优投资组合的有效性 |
| 关 键 词： | 最优投资组合 均值方差模型 公司基本特性指标 股票预选策略 |
An empirical analysis of optimal portfolio based on firm characteristic indicators |
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| SHI Ping,HE Li-min. An empirical analysis of optimal portfolio based on firm characteristic indicators[J]. Journal of Baotou University of Iron and Steel Technology, 2009, 28(4): 389-390 | |
| Authors: | SHI Ping HE Li-min |
| Affiliation: | SHI Ping,HE Li-min(Mathematics,Physics , Biological Engineering School,Inner Mongolia University of Science , Technological,Baotou 014010 China) |
| Abstract: | The effect and stability of two-stage method and random selection stock applied in optimal porfolio were analyzed on the basis of firm characteristic indicators affecting the stock returns. |
| Keywords: | optimal portfolio mean-variance model firm characteristic indicators stock pre-selecting scheme |
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