摘要
从中国股市出发 ,在西部大开发的政策引导下 ,在西部七省区的股票中筛选了 1 1只股票 ,它们涵括了中国市场的各个行业板块。本着西部股票具有朴实无华的良好股性 ,在国家政策指导的大前提 ,本文对它们进行了基本面分析选择 ,着重进行了投资组合分析 ,采用 Markowitz模型测算股票组合的收益、方差 ,试图能通过各股权重的变化寻求有效证券组合 ,而该有效组合应能指导投资者对该地区的个股股性的优良与否、对该组合的风险及收益预期性进行比较和判断。
This paper selects 11 kinds of stocks listed in Shanghai Stock Exchange Market and 9 kinds of stocks in Shenzhen Stock Exchange Market which are the stocks issued in the 7 provinces in the West China. These stocks represent various of businesses in the Chinese markets. This paper also offers basic analysis of these stocks with the emphasis on the analysis of investment combination by Markowitz model, determining the profit and the equation of stocks combination. Meanwhile, it tries to find out effective stock combination by examining the change of weight of individual stocks, so that the effective combination will give correct guidelines to the investors for their comparison and judgment of the quality, the risk, and expected profit of the stocks issued within the area of West China.
出处
《大连理工大学学报（社会科学版）》
2002年第2期30-35,共6页
Journal of Dalian University of Technology(Social Sciences)
