通过2013年股票交易数据的分析筛选抽取股票样本，以股票样本数据作为研究对象，借助Matlab[1]等数学工具，应用马科维茨模型[2]，研究股票组合的风险与收益率规律，得到最优股票组合[3]及其有效前沿方程，并利用Matlab程序研究股票组合的股票个数与风险之间的关系。%Extract stock samples by analyzing the trading data of stock in 2013. Take the trading data as the research object. This paper uses Matlab and other mathematical tools and Markowitz model to study the law of risk and return of the stock portfolio to obtain the optimal stock portfolio and its efficient frontier equation. Finally, Matlab software is used to study the relationship between the number of stock portfolio and the stock risk.
展开▼
