LIU Jun-li. The Simplified Algorithms for Portfolio Selection and Its Application[J]. Journal of Beijing University of Aeronautics and Astronautics Social Sciences Edition, 2006, 19(1): 16-19.
Citation:
LIU Jun-li. The Simplified Algorithms for Portfolio Selection and Its Application[J]. Journal of Beijing University of Aeronautics and Astronautics Social Sciences Edition, 2006, 19(1): 16-19.
LIU Jun-li. The Simplified Algorithms for Portfolio Selection and Its Application[J]. Journal of Beijing University of Aeronautics and Astronautics Social Sciences Edition, 2006, 19(1): 16-19.
Citation:
LIU Jun-li. The Simplified Algorithms for Portfolio Selection and Its Application[J]. Journal of Beijing University of Aeronautics and Astronautics Social Sciences Edition, 2006, 19(1): 16-19.
The Simplified Algorithms for Portfolio Selection and Its Application
Although computer technology is very advanced now, using Markowitz’s portfolio theory to optimize portfolio selection is very tedious. On the basis of market index model of CAPM, Scholars give simple algorithm for portfolio selection. The paper introduces this simple algorithm and give simplified algorithm for mutual funds portfolio selection. The algorithm can guide actual market operation.
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