Application of Markowitz's Portfolio Theory in Obtaining the Best Portfolio in the Stock Market
Xiaotong Chao, Xinyu Tao, Lingling Zeng
Available Online April 2019.
- https://doi.org/10.2991/ismss-19.2019.25How to use a DOI?
- Markowitz mean-variance model; Mean; Variance; Covariance; Optimal portfolio
- The article mainly explores the mean-variance model proposed by Markowitz, and then applies it to the concept of contemporary securities investment. Investors can find the historical average weekly interest rate and covariance matrix of each stock in the A-share market, use Markowitz's investment concept model, and then use mathematics such as Matlab to calculate the collection of portfolio. After the study we find that Markowitz proposed portfolio concept has a specific using value in the domestic A-share market, but in practice it also has some shortcomings.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Xiaotong Chao AU - Xinyu Tao AU - Lingling Zeng PY - 2019/04 DA - 2019/04 TI - Application of Markowitz's Portfolio Theory in Obtaining the Best Portfolio in the Stock Market BT - The First International Symposium on Management and Social Sciences (ISMSS 2019) PB - Atlantis Press SP - 119 EP - 122 SN - 2352-5398 UR - https://doi.org/10.2991/ismss-19.2019.25 DO - https://doi.org/10.2991/ismss-19.2019.25 ID - Chao2019/04 ER -