Empirical of Investment Strategy Based on Situational Method
Wang Sanbao · Journal of Huangshi Institute of Technology · 2012
According to the Markowitz portfolio theory,this paper introduces the Situational Method portfolio to provide the Risk Management instruction guidance for investors.The Markowitz mean-variance model for the nonlinear programming with constraint is used in this method for the Investment strategy of portfolio and the simulation solution and empirical analysis are made by using the Differential Evolution algorithm in the Mathematica environment.In this empirical study.The related datas from 2005 to 2010 have been gathered and thus the feasible investment scheme for portfolio in the expected return has been obtained,accordingly the existing problems in the practical application have been put forward and countermeasures are suggested for the Markowitz portfolio theory.