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Empirical Study on the Relation between the Asset Quantity and the Portfolio Risk in Our Securities Market

Author: GuoXiaoXia
Tutor: ChenZhiGuo
School: Hebei University
Course: Finance
Keywords: Securities portfolio The number of assets and portfolio risk Mean - variance model Empirical Analysis
CLC: F224
Type: Master's thesis
Year: 2006
Downloads: 100
Quote: 1
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Abstract


Securities investment practitioners and theorists attaches great importance to the theory of portfolio investment has been since the 1950s generated . The theory developed capital markets are widely used in risk assets investment and achieved good results . China's securities market is an emerging capital markets , portfolio theory is suitable for China's securities market , the ability to play its proper application effect is that people are very concerned about the problem . Both from the theoretical and empirical depth analysis of the relationship of the number of stocks in the portfolio of securities and risk , and discussed the application of modern portfolio theory in the dispersion of the securities investment risk . The paper is divided into three chapters , the first chapter introduces some of the concepts and basic knowledge of the securities , securities markets , and securities investment risk , and the risk of the securities market specific description . Second chapter start from the meaning of the securities portfolio , a progressive approach to the analysis of modern portfolio theory , a detailed description of the application of the premise of the Markowitz mean - variance model , then use this mean - variance model of the proceeds of the securities market and risk statements, a detailed exposition of the role played by the relationship of risk and return and the stock market portfolio , Chapter empirical analysis for theoretical preparation . The third chapter is the core part of this paper , the use of paper Markowitz mean - variance model and select 30 sample stocks in SSE 180 stocks based on the actual situation of China's securities market , the empirical analysis , data analysis and comparative analysis explicitly representation of the status of the development of China's securities market , a detailed empirical dispersion of the role of non- systemic risk , the combination method in China's securities investment combined with our current securities market status quo to make reasonable suggestions to the investors . Conclusion and Outlook last portion of , in to summarize Chapter empirical analysis on the basis of the development of China's securities market and modern portfolio theory applied to the outlook of China's securities market is made ??exciting .

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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