• ISSN: 2301-3567 (Print), 2972-3981 (Online)
    • Abbreviated Title: J. Econ. Bus. Manag.
    • Frequency: Quarterly
    • DOI: 10.18178/JOEBM
    • Editor-in-Chief: Prof. Eunjin Hwang
    • Executive Editor: Ms. Fiona Chu
    • Abstracting/ Indexing:  CNKI, Google Scholar, Electronic Journals Library, Crossref, Ulrich's Periodicals Directory, MESLibrary, etc.
    • E-mail: joebm.editor@gmail.com
HOME > Archive > 2021 > Volume 9 Number 1 (Mar. 2021) >
JOEBM 2021 Vol.9(1): 15-21 ISSN: 2301-3567
DOI: 10.18178/joebm.2021.9.1.648

An Empirical Study on Stock Market Portfolio

Qi Qi

Abstract—This paper takes the monthly stock data of four listed companies from January 2010 to October 2019 as the research data, takes mean variance model and Markowitz’s portfolio theory as the research method and takes the planning solution as the research method. In the above sample stock range, the author finds out the feasible set and effective frontier of the sample. Through empirical analysis, the decision analysis process is explained, and the conclusion is that the securities portfolio constructed by Markowitz portfolio theory, mean variance analysis and planning solution by Excel is feasible. In addition, this paper proves that the decision-making of portfolio is enlightening for the investors to choose the combination of efficient income and risk and to optimize the portfolio of return and risk in the securities investment decision-making.

Index Terms—Effective frontier, Markowitz, mean variance model, optimal portfolio, stock market.

Qi Qi is with Shihezi University, Shihezi, Xinjiang Uygur Autonomous Region, 832000, China (e-mail: q17755517009@163.com).

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Cite:Qi Qi, "An Empirical Study on Stock Market Portfolio," Journal of Economics, Business and Management vol. 9, no. 1, pp. 15-21, 2021.

Copyright © 2021 by the authors. This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).

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