Analysis On The Portfolio Strategy Of Xi'an Financial Products

With the development of China’s capital market, asset management corporations gradually commercialize, making problems of how to healthily develop asset management companies and especially how to design financial products portfolio crucial. Core of the modern financial investment, financial products portfolio aims to device a portfolio strategy in order to gain the maximum returns under certain risk or minimum risk under certain returns. However, the capital market is so complicated that precise selection of finaical products portfolio matters a lot in the practical application.This thesis employs analysis based on mathematical models to study on the strategy of financial products portfolio for the Great Wall Asset Management Corporation of Xi’an Agent. By learning from abroad and developing according to its own advantages, the company has become increasingly mature. With a consideration of the characteristic of the financial field and the macro-environment, we apply CVaR models to select the optimal portfolio for the Great Wall Asset Management Corporation of Xi’an Agent. Conclusions are as follows. Firstly, if the company’s aim is to achieve a substantial return under restrained risks, attention should be paid more on products of the fixed assests, trust assets and capital operation. Secondly, for a further stable return, the company should stress the fixed assets. Finally, after analysis of the actual situation faced by the agent, we propose suggestions in terms of investment theory, historical data, talent strategy and department management.