论文部分内容阅读
从我国证券市场的不同板块中选取了业绩较好的五只股票为研究样本,以2005年1月至2009年的12月间每月开盘价及收盘价为初始数据,利用EXCEL强大的制表功能及强大的函数引用功能,求得每只股票的单项期望,及五只股票彼此间的协方差矩阵,由此构建均值—方差资产组合模型目标规划方程及多目标规划方程,并求解分析。
From the different sections of the securities market in our country, five stocks with good performance were chosen as the research samples. Based on the monthly opening and closing prices from January 2005 to December 2009 as the initial data, EXCEL’s powerful tabulation Function and a powerful function reference function to obtain the individual expectation of each stock and the covariance matrix of the five stocks to construct the objective programming equation and the multi-objective programming equation of the mean-variance portfolio model, and to solve the analysis.