The Comparative Analysis of Investment Risks Under the Best Portfolio
Bian Ke-yang · Journal of Hebei University · 2008
This paper takes a sample of 30 stocks according to the different lines from the SSE 180 Index,establishes the investment portfolio,and calculates the investment risk under different investment portfolios in various periods so as to determine the best size of the investment portfolio in each period.From the VAR analysis under the best investment portfolio conclusions can be reached: there is a risk reduction about 30 percent under the established portfolio;the risk under the best investment portfolio will take on the characteristics of decreasing after the first rising trend with the passage of time.