Master Degree Dissertation Quantitive Methods On Analysis Of Security Investment And Research On Portfolio

In this paper, efficient management of portfolio is investigated. At the present there exist three methods accepted to do the portfolio management, which are fundamental analysis, technological analysis and the modern portfolio analysis, we used the three different ways together in this dissertation to do the efficient portfolio management.Our research is focused on the following aspects:Firstly, in the fundamental analysis, a method of corrected main component analysis by experts is ginven, to analyses companies, select out worthy companies. Secondly, a method to analyses existed area of stock price is advanced. Based on the value of company and market, the stocks which lower than we estimated are choosed. Thirdly, in the technological analysis, the falling and rising cycle of securities price is calculated by the fuzzy Markov equation, and the probability matrix of one-pace transition is fuzzed, so as to more approach the actual condition, to find out the best parameter .Fourthly, when many suited stocks are selected to invest, we faced the distribution of the capital, because of the limit of minimum amount in stock market, efficient portfolio selection model is advanced, which limited the world of man of investment, and analytic expression of efficient portfolio are set up.Name Zhao Li-Ping( Fundamental Mathematics ) Directed by Dou Ji-hong...