Title :
Portfolio Selection with Stock Funds
Author :
Wu, Meng ; Wang, Le ; Wang, Yang ; Huang, Nan-jing
Author_Institution :
Coll. of Bus. Adm., Sichuan Univ., Chengdu, China
Abstract :
In this paper, we consider the portfolio selection problem with stock funds. The optimal policies and efficient frontiers are given in three different cases. Finally, we prove that portfolio with stock funds can remove the nonsystematic risk effectively.
Keywords :
investment; risk management; stock markets; nonsystematic risk removal; portfolio selection problem; stock fund; Economics; Educational institutions; Finance; Investments; Portfolios; Radio frequency; Systematics; Portfolio selection; efficient frontier; nonsystematic risk; stock funds;
Conference_Titel :
Information Management, Innovation Management and Industrial Engineering (ICIII), 2011 International Conference on
Conference_Location :
Shenzhen
Print_ISBN :
978-1-61284-450-3
DOI :
10.1109/ICIII.2011.361
