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

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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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  -