References
[1]. Markowitz, H.: Portfolio Selection. The Journal of Finance 7(1), 77-91 (1952).
[2]. Shan, C.Y., Tang, Y.J., Wang, Q., Zhang, C.: The Diversification Benefits and Policy Risks of Accessing China.s Stock Market. Journal of Empirical Finance 66, 155-175(2022).
[3]. Prasad, E. S., Rajan, R. G.: Modernizing China's growth paradigm. American Economic Review 96(2), 331-336 (2006).
[4]. Zhang, Y.C.: An Empirical Study of Effective Asset Portfolios in Shanghai and Shenzhen Stock Markets: 1994-1996. Economical Science (05), 33-39 (1997).
[5]. Yu, H.Q., Li, L.: Markowitz’s Portfolio Model and Its Empirical Research Based on Security Market in China, Journal of Gansu Science 25(3), 146-149 (2013).
[6]. Zeng, Y.M., Zhang, J., Zhang, Q.: Empirical Study of the Markowitz Model in the Optimal Portfolio Selection in the Stock Market, Journal of Xiangtan Normal University (Social Science Edition) 31(4), 88-91 (2009).
[7]. Investopedia, https://www.investopedia.com/, last accessed 2016/11/21.
[8]. Sun, L.B.: An Empirical Study of Markowitz's Portfolio Theory based on Python. Times Finance 779(25), 46-47 (2020).
[9]. Li, S.M., Xu, P.: Markowitz Portfolio Theory Model Application Research, Economical Science (01), 42-51 (2000).
[10]. Li, Y., Yu, L.X.: Optimal Portfolio Analysis based on Markowitz Theory. Monthly Accounting Magazine 674(22), 53-55 (2013).
Cite this article
Wu,J. (2023). Portfolio Optimization Based on Main Board Stocks in China. Advances in Economics, Management and Political Sciences,26,218-226.
Data availability
The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.
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References
[1]. Markowitz, H.: Portfolio Selection. The Journal of Finance 7(1), 77-91 (1952).
[2]. Shan, C.Y., Tang, Y.J., Wang, Q., Zhang, C.: The Diversification Benefits and Policy Risks of Accessing China.s Stock Market. Journal of Empirical Finance 66, 155-175(2022).
[3]. Prasad, E. S., Rajan, R. G.: Modernizing China's growth paradigm. American Economic Review 96(2), 331-336 (2006).
[4]. Zhang, Y.C.: An Empirical Study of Effective Asset Portfolios in Shanghai and Shenzhen Stock Markets: 1994-1996. Economical Science (05), 33-39 (1997).
[5]. Yu, H.Q., Li, L.: Markowitz’s Portfolio Model and Its Empirical Research Based on Security Market in China, Journal of Gansu Science 25(3), 146-149 (2013).
[6]. Zeng, Y.M., Zhang, J., Zhang, Q.: Empirical Study of the Markowitz Model in the Optimal Portfolio Selection in the Stock Market, Journal of Xiangtan Normal University (Social Science Edition) 31(4), 88-91 (2009).
[7]. Investopedia, https://www.investopedia.com/, last accessed 2016/11/21.
[8]. Sun, L.B.: An Empirical Study of Markowitz's Portfolio Theory based on Python. Times Finance 779(25), 46-47 (2020).
[9]. Li, S.M., Xu, P.: Markowitz Portfolio Theory Model Application Research, Economical Science (01), 42-51 (2000).
[10]. Li, Y., Yu, L.X.: Optimal Portfolio Analysis based on Markowitz Theory. Monthly Accounting Magazine 674(22), 53-55 (2013).