Research Article | OPEN ACCESS
Stock Market Financial Risk Prevention and Portfolio Optimization Based on MATLAB 7
Wen Jing-hua, Zhang Mei and Liu Qing-qing
Department of Information, Guizhou University of Finance and Economics, Guiyang, 550004, China
Research Journal of Applied Sciences, Engineering and Technology 2013 5:1511-1514
Received: June 22, 2012 | Accepted: September 08, 2012 | Published: February 11, 2013
Abstract
Investment decision of stock market is the important content researched in the fields of economic management. Aiming at the problem of Financial Risk in Stock Market and Investment Portfolio Optimization, it was researched start from the stock market financial risk measurement and management theory, by making use of the expectation and variance of the proceeds, it was measured that the portfolio expected return and financial risk. Based on this, it was built that the stock market portfolio to optimize the target model, finally it was called that the minimize constraints function to resolve the most optimal solution with MATLAB 7. It can provide investors with a more scientific portfolio construction method in order to gain maximum benefit under a certain risk, or to minimize risks under a certain income.
Keywords:
Financial risk, MATLAB 7, portfolio optimization, stock market,
Competing interests
The authors have no competing interests.
Open Access Policy
This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
Copyright
The authors have no competing interests.
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ISSN (Online): 2040-7467
ISSN (Print): 2040-7459 |
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