Proceedings of the 2016 4th International Conference on Electrical & Electronics Engineering and Computer Science (ICEEECS 2016)

Empirical Research on Stock Type Fund Quantitative Investment in Chinese Market Based on Enhanced Markowitz Model

Authors
Liangyu Min
Corresponding Author
Liangyu Min
Available Online December 2016.
DOI
10.2991/iceeecs-16.2016.191How to use a DOI?
Keywords
Stock Type Fund; Quantitative Investment; Markowitz Model
Abstract

To construct a portfolio under stock type fund, This paper take the idea of quantitative investment and Markowitz model, but some limitations in current policies urge us revise the traditional Markowitz model. So we develop a noval Markowitz model based on the old one to conform these conditions and take a series of empirical analysis to prove that the noval model is valuable.

Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2016 4th International Conference on Electrical & Electronics Engineering and Computer Science (ICEEECS 2016)
Series
Advances in Computer Science Research
Publication Date
December 2016
ISBN
978-94-6252-265-7
ISSN
2352-538X
DOI
10.2991/iceeecs-16.2016.191How to use a DOI?
Copyright
© 2016, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Liangyu Min
PY  - 2016/12
DA  - 2016/12
TI  - Empirical Research on Stock Type Fund Quantitative Investment in Chinese Market Based on Enhanced Markowitz Model
BT  - Proceedings of the 2016 4th International Conference on Electrical & Electronics Engineering and Computer Science (ICEEECS 2016)
PB  - Atlantis Press
SP  - 998
EP  - 1002
SN  - 2352-538X
UR  - https://doi.org/10.2991/iceeecs-16.2016.191
DO  - 10.2991/iceeecs-16.2016.191
ID  - Min2016/12
ER  -