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通过对均值-方差理论模型进行研究,得出了均值-方差理论的内涵。选取中国当前金融市场股票的价格数据,对均值-方差理论进行实证研究,得出股票市场的有效前沿,并由此估计出各个股票所代表的相对风险大小,对证券投资有一定指导作用。
By studying the mean-variance theory model, the connotation of mean-variance theory is obtained. This paper chooses the price data of the current Chinese financial market stocks and conducts an empirical study of the mean-variance theory to find out the effective frontier of the stock market, and then estimates the relative risk represented by each stock, which can guide the securities investment.