| 基于MATLAB的证券投资组合优化分析 |
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| 引用本文： | 曹圆圆,朱孔来. 基于MATLAB的证券投资组合优化分析[J]. 科技情报开发与经济, 2006, 16(16): 142-144 |
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| 作者姓名： | 曹圆圆 朱孔来 |
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| 作者单位： | 1. 山东财政学院统计与数理学院,山东,济南,250014
2. 山东工商学院统计学院,山东,烟台,264005 |
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| 摘 要： | 运用投资组合理论、Markowit“z均值—方差”优化模型就如何定量、科学地分析投资组合行为进行了理论阐述和实证分析,并提出了改进建议。
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| 关 键 词： | 投资组合理论 均值—方差模型 期望收益率 实证分析 |
| 文章编号： | 1005-6033（2006）16-0142-03 |
| 收稿时间： | 2006-03-07 |
| 修稿时间： | 2006-03-07 |
The Analysis on the Optimized Combination of the Share Investment Based on MATLAB |
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| CAO Yuan-yuan,ZHU Kong-lai. The Analysis on the Optimized Combination of the Share Investment Based on MATLAB[J]. Sci-Tech Information Development & Economy, 2006, 16(16): 142-144 |
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| Authors: | CAO Yuan-yuan ZHU Kong-lai |
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| Abstract: | By using the theory of the investment combination and the optimized model of"mean-variance",this paper makes theoretical analysis and empirical study on how to analyze the behavior of the investment combination quantitatively and scientifically,and puts forward some suggestions for improving. |
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| Keywords: | theory of investment combination model of mean-variance expected yield empirical study |
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