证券组合选择理论在股票投资中的应用

以上海证券交易所中上证材料,上证能源,上证工业,上证可选（可选消费）,上证消费,上证金融,上证医药,上证信息,上证电信,上证公用十个行业的数据为样本,利用马科维茨证券组合选择理论,通过均值-方差模型、以期望收益最大值、最小值,方差最小值确定投资组合的有效边界,根据有效边界选择投资组合。

Application of Portfolio Theory in the Stock Investment

Using statistics of ten industries in Shanghai Stock Exchange（SSE）,including Materials,Energy,Industry,Alternative Consumption,Consumption,Finance,Pharmacy,Information,Telecom and Public Use,study the portfolio theory of Markowitz.This paper is going to explain how the mean-variance model of Markowitz works,with the maximum and minimum expected return,the minimum variance determining the efficient frontier,then choose the reasonable portfolio according to the efficient frontier.