Research Article
Portfolio Models and Stock Price Forecasts Based on Mean-Variance Theory
@INPROCEEDINGS{10.4108/eai.17-6-2022.2322875, author={Siwei Li and Qinxuan Que}, title={Portfolio Models and Stock Price Forecasts Based on Mean-Variance Theory}, proceedings={Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China}, publisher={EAI}, proceedings_a={ICIDC}, year={2022}, month={10}, keywords={markowitz mean-variance model nonlinear least squares method effective frontier}, doi={10.4108/eai.17-6-2022.2322875} }- Siwei Li
Qinxuan Que
Year: 2022
Portfolio Models and Stock Price Forecasts Based on Mean-Variance Theory
ICIDC
EAI
DOI: 10.4108/eai.17-6-2022.2322875
Abstract
This article selected the performance coefficients of ten securities stocks and combined the portfolio theory and model solution results to get a reasonable portfolio plan: P7, P8, P9, and the stock selection plan was: focus on the three stocks abc006, abc007, and abc008. Analyzing the performance indicators of the investment portfolio further, it was concluded that the investment portfolio on the required effective frontier could achieve the smallest risk standard deviation when the expected return rate was equal; when the return standard deviation was fixed, the risk was minimized. Finally, predicted the volatility of the future stock index and gave reasonable suggestions.
Copyright © 2022–2023 EAI