DocumentCode
3521333
Title
Research on Compounding & De-Compound-Based Portfolio Operation
Author
Hu Long-ying ; Zhang Zi-li
Author_Institution
Sch. of Manage., Harbin Inst. of Technol.
fYear
2006
fDate
5-7 Oct. 2006
Firstpage
1950
Lastpage
1955
Abstract
Investment is a continuous process, the portfolio is impossible to be constructed at one time, thus it needs to be adjusted and optimized at the right moment during the investment process. The thesis applies compounding & de-compound to the portfolio optimization, has designed the portfolio optimization project, and established a model which can optimize the portfolio continuously in the investment process. In the end, this idea and program was used to testify the real efficiency in index of SSE 50 (index of Shanghai stock exchange)
Keywords
econometrics; investment; optimisation; pricing; statistical analysis; stock markets; Shanghai stock exchange index; compound-based portfolio operation; decompound-based portfolio operation; investment process; portfolio optimization project; Design optimization; Investments; Mathematical model; Modems; Portfolios; Pricing; Risk analysis; Stock markets; Technology management; Testing; Compounding; Decompounding; Element; Portfolio;
fLanguage
English
Publisher
ieee
Conference_Titel
Management Science and Engineering, 2006. ICMSE '06. 2006 International Conference on
Conference_Location
Lille
Print_ISBN
7-5603-2355-3
Type
conf
DOI
10.1109/ICMSE.2006.314111
Filename
4105215
Link To Document