Single index model in the portfolio of fund investment
Xiao Chen · 2001
The application of the investment portfolio theory in constructing a feasible way of investment for a stable good return will be not only one of the important subjects of research on fund application theory, but also a salutary try for development of the national portfolio market. From the angle of fund investment, this thesis expounds the way to construct a investment portfolio by researching into new fund in Shanghai and Shenzhen security market and using the single exponent model of investment portfolio theory. It also proves the theoretical basis for the way and expounds its conditions, procedures, limitation and effect in application. The experimental result indicates that compared with others, the new portfolio way has the definite predominance of profits. The set objective has been achieved.