CAJ | 학술논문

开放的金融市场能有效地从社会各个角落中吸收闲散资金，形成根据货币供求状况在各部门、各地区之间重新分配资金的机制。另外，在资金市场上，资金在追逐利益中自由流动，因而必然流向经济效益高的部门。因此投资者在做证券投资追求利益的时候，必然要做出证券投资组合决策，使投资者的投资达到最优。考虑到决策受到各因素的影响，建立一个均值-方差投资组合选择模型。最后，结合数值检验，验证了模型的准确性。
개방적금융시장능유효지종사회각개각락중흡수한산자금，형성근거화폐공구상황재각부문、각지구지간중신분배자금적궤제。령외，재자금시장상，자금재추축이익중자유류동，인이필연류향경제효익고적부문。인차투자자재주증권투자추구이익적시후，필연요주출증권투자조합결책，사투자자적투자체도최우。고필도결책수도각인소적영향，건립일개균치-방차투자조합선택모형。최후，결합수치검험，험증료모형적준학성。
Open financial markets can effectively absorb idle funds from all corners of society. Mechanism to reallocate of funds between the various departments and regions based on money supply and demand conditions is formed. In addition,the capital markets with free flow of capital in the pursuit of interests inevitably flow to high economic sector. Therefore,investors in making investment securities pursuit of the interests of time make portfolio decisions. Taking into account the decisions influenced by various factors,a mean - variance portfolio selection model is established. Finally,the numerical test to verify the accuracy of the model is carried on.