Simplified Algorithms for Portfolio Selection and Its Application
Junli Liu · Beijing Hangkong Hangtian Daxue xuebao · 2006
Although computer technology is very advanced today,the application of Markowitz's portfolio theory to optimize portfolio selection is still very tedious.Therefore,this papers introduces the simplified algorithm for portfolio selection developed by scholars on the basis of market index model of CAPM,which can work as a simplified algorithm for mutual funds portfolio selection and produce a positively sizable effect on market operation.