The Portfolio Theory And Capital Asset Pricing Model

The investment portfolio theory and the capital asset pricing model are the important tools for the financial markets to make the investment analysis, and are the important means for market participants to participate in the market activities.. In order to further understand the two models in our practical application and effect, through the application of a simple description of the investment portfolio theory and capital asset pricing model in the domestic and foreign theoretical knowledge, in-depth analysis of portfolio theory and capital asset pricing model and its calculation method, and through the practical application in Air China, China Chinese China World Trade Center, the Eastern Jin Yu, Tongrentang, Tsingtao Brewery, China Unicom China of these 6 stocks as an example, to understand the changes of financial market volatility and the price of the company, collected a certain period(from October 30, 2009 to December 31, 2014 a total of 63 months) the stock monthly closing price data of 6 stocks, through the portfolio theory and the the capital asset pricing model analysis, determine the effect of the 6 stocks in the model application, and from a practical point of view. The particularity of the current market openness and the company ’s development in our country is proposed, and the suggestion of improving the company is put forward..