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VDzMvw9wY&$ (* L h r!Z@eeTZ-J8/6ZE}RS>CCcKX.,PQ ,XR0 P .Tl!0aZ2S8 fLOFTj 2F:e!zzYPrZS. 8:!r2 :\ZƖ)7l l-GPhX*{ A#xYI@笂N3 iQP8f^垯mU*ByވЙܥxFjTը~H:p-m7 ࠰UQNɕhoF^}j?l]fm(yt6f7WqG#+/Q$U,䊹lk wy.;u{{G "*;(\}RA} qXD`24\l:(nD-9%Q݃ +Jfۗ:bvc3Ѩ{0PWPHؓ<ÞNSػ̩]Sr!CnH&t1t*Hb,>2q7;?A.Hꏓg>?)7d s"`ƑF O~'jqBT37֍dI8}~}th'!%N'\ ,p[yMJ&ݳFeH"C^#5IVHkToԭVW1\"ˤ5&jqe8tMt̂uR&UJ(X)ypb[~FE:6~@wl R\OHRgRr@2hUl!NjmDB8]2av7ΈTR)0]3ھfڥΠNR2xHobN)sI3H 뱏!̝ŧST;Ÿ_aIl7q| >|H7'~|%h.U>]x%[ LkTrş/hEakZtbX~h"Rn D̏w5WqK#5'd"گ)D_W6U]y,~Ui6W'"^}t2D/ $'IBO > endstream endobj 39 0 obj <>stream 2024-08-19T14:40:51+08:00 2024-08-19T14:40:48+08:00 2024-08-19T14:40:51+08:00 Acrobat PDFMaker 11 Word 版 uuid:ec214db2-9d94-4f03-a7cf-7f4637548fe7 uuid:900f17ae-dbc8-4efe-bc22-58b3441fe66d 653 application/pdf 基于马科维茨模型下的股票投资组合研究 本文通过东方财富选取A股市场五个板块的五只股票,分别是计算机软件行业的科大讯飞(002230)、电力行业的长江电力(600900)、饮料行业的五粮液(000858)、基本金属行业的中国铝业(601600)、贸易行业的中国中免(601888),提取五只股票2024年1月2日到3月28日的每日收盘价数据,建立马科维茨模型(均值–方差模型),通过均值、标准差、方差、协方差等有效信息,计算出权重、最小方差组合,以股票投资组合收益率最大为目标,分散所选择股票组合的投资风险,根据不同的投资者风险厌恶类型,最终确定最优投资组合。得出结论,股票长江电力的投资应占比最多,而股票中国铝业的投资比例应最少。 蔡冰冰,谭理,陈芳 Adobe PDF Library 11.0 马科维茨模型,投资组合,A股市场股票,EViews 10软件 D:20240819064039 本æŒ⁄é•ıè¿⁄东挹财寄镛呌A臡帇场äºfl个暿嚊çı—äºfl呪臡票$勃勫柯计箊机软件衄ä¸ıçı—秂大讯飞(002230)㕆çflµå−łè¡„ä¸ıçı—éŁ¿æ±�çflµå−ł(600900)㕆饮挎衄ä¸ıçı—äºfl粮液(000858)㕆å�ºæœ¬é⁄‚属衄ä¸ıçı—ä¸�åł½éfišä¸ı(601600)㕆贸æŸfiè¡„ä¸ıçı—ä¸�åł½ä¸�å–“(601888)$摒呌äºfl呪臡票2024å¹´1朋2报勰3朋28报çı—毑报æfl¶çłŸä»·æŁ°æ“®ï¼„建竉马秂维脨模垉(åš⁄啼â•fi挹差模垉)$é•ıè¿⁄åš⁄啼㕆æ€⁄å⁄ƒå·®ã•†æŒ¹å·®ã•†å“‘挹差ç�›æœ›æŁ‹ä¿¡æ†¯ï¼„计箊å⁄ºæš…é⁄“㕆朕少挹差绗咋$以臡票æ−Łèµ—ç»—å’‹æfl¶çł−ç”⁄æœ•å¤§ä¸ºçł®æ€⁄ï¼„å‹ƒæŁ£æ›•é•›æ‰©è‡¡ç¥¨ç»—å’‹çı—æ−Łèµ—飔鎩$怹擮专咄çı—æ−Łèµ—蕖飔鎩唄憶类垉$朕绋确å®ı朕伟æ−Łèµ—绗咋㕇徊å⁄ºç»fiè®ºï¼„è‡¡ç¥¨éŁ¿æ±�çflµå−łçı—æ−Łèµ—åºflå“€æ¯fl朕å¤ı$蕄臡票ä¸�åł½éfišä¸ıçı—æ−Łèµ—æ¯fl侉åºfl朕専㕇 endstream endobj 40 0 obj <>stream h2T0Pw/+QL)64)I 14SF B ,HHLO-0*H6 endstream endobj 41 0 obj <>stream hlOA_IKi<,^ RHbCEm)!,%KP h & @lHM<NF&δT 1ݙy|g㬈Elsў%YGSvoB}\eo=1[1,'+)DZa3!Y8+g6#Yt!2H?ā8 :. dX`KBM8I~5ތVgݧUs[2mn+&k8M$? 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