Proceedings of The First International Symposium on Management and Social Sciences (ISMSS 2019)

Application of Markowitz's Portfolio Theory in Obtaining the Best Portfolio in the Stock Market

Authors
Xiaotong Chao, Xinyu Tao, Lingling Zeng
Corresponding Author
Xiaotong Chao
Available Online April 2019.
DOI
https://doi.org/10.2991/ismss-19.2019.25How to use a DOI?
Keywords
Markowitz mean-variance model; Mean; Variance; Covariance; Optimal portfolio
Abstract
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.
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Proceedings
The First International Symposium on Management and Social Sciences (ISMSS 2019)
Part of series
Advances in Social Science, Education and Humanities Research
Publication Date
April 2019
ISBN
978-94-6252-697-6
ISSN
2352-5398
DOI
https://doi.org/10.2991/ismss-19.2019.25How to use a DOI?
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  -