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Some Strategies For The Investors With Limited Capital

Posted on:2006-11-20Degree:MasterType:Thesis
Country:ChinaCandidate:X P LiFull Text:PDF
GTID:2166360155964201Subject:Basic mathematics
Abstract/Summary:PDF Full Text Request
In this paper we have presented several strategies for the Chinese investors with limited capital, based on the Markowitz's Mean-Variance portfolio selection theory and Capital Asset Pricing Model and using the modern statistical techniques. We have also tested them in the Chinese stock market and the results are quite satisfying.
Keywords/Search Tags:Invest strategy, Mean-Variance Portfolio selection, CAPM, Box-Cox transformation, Investor with Limited Capital
PDF Full Text Request
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