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| 文章编号：1672-3104(2003)06-0785-04 |
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投资组合理论在中国证券市场的应用 |
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曹兴，彭耿 |
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（中南大学商学院，湖南长沙, 410083） |
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| 摘 要： 通过对Markowitz投资组合理论在中国市场得到有效利用的实证分析说明：使用流通市值大的股票以及不同行业的股票，可以大大降低投资组合的规模，且组合的风险也会被分散得更多。 |
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| 关键词： 投资组合；实证分析；证券市场 |
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Efficient application of markowitz portfolio theory
in security market of China |
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CAO Xing, PENG Geng |
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（School of Business, Central South University, Changsha 410083, China） |
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| Abstract: This paper aims at empirical analysis of how to efficiently apply the Markowitz portfolio theory to security market of China. It lays emphasis on the selection of stocks and draws some useful conclusions. We prove that investors will achieve portfolios with small scale and few risks when the constitute portfolios, if they can use stocks with large current value and select stocks from different industries. |
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Key words: Portfolio；Empirical Analysis；Security Market |
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