基金投资组合中的单指数模型

如何在实际中利用投资组合理论构造出可行的投资操作方式 ,从而为投资者带来稳定的高收益 ,这不仅是基金应用理论研究的重要课题之一 ,也是促进我国证券市场建设的有益尝试。基于从投资角度出发 ,以组合理论中的单指数模型为基础 ,对沪、深两市的证券投资基金进行研究 ,设计了构造投资组合的方法 ,并对该方法所依据的理论基础进行了论证 ,同时对其适用条件、实施程序、局限性和应用效果进行了说明和检验。研究期间的实际运行结果表明 :新的组合投资方式与其它投资方式相比具有一定的优势 ,获利能力尤为突出 ,达到了预期的目的。

Single index model in the portfolio of fund investment

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.