Theory And Method Of Mixture Experimental Designs For Portfolio Investment

Mixture experimental designs have been widely used in industry, agricultureand science test, this paper mainly applies mixture experimental designs theory andmethod to the portfolio investment, which is a new perspective to research on theportfolio investment.This paper includes five chapters: The first chapter introduces the research back-ground, contents and significance.In chapter2, we introduce mixture experimental design theory in detail, includ-ing the common mixture designs, the variance function of predicted valve for regres-sion equation, G-optimal designs.In chapter3, we review the domestic and foreign literature on the modern port-folio theory development and methods, and the minimized risk model of securitiesinvestment.In chapter4, we analyze portfolio investment at homoscedastic and het-eroscedastic mixture model. We give the explanation of portfolio risk and portfolioprofit from the mixture designs theory. According to the theory analysis, the max-imum portfolio risk will be minimum at the G-optimal experiment design, and wecan calculate the investment proportional coefficient when portfolio risk minimumthrough some examples.In chapter5, we give the conclusion of the major results in this paper.