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2013 (Vol. 5, Issue: 05)
Article Information:

Stock Market Financial Risk Prevention and Portfolio Optimization Based on MATLAB 7

Wen Jing-hua, Zhang Mei and Liu Qing-qing
Corresponding Author:  Wen Jing-hua 

Key words:   Financial risk, MATLAB 7, portfolio optimization, Stock Market, , ,
Vol. 5 , (05): 1511-1514
Submitted Accepted Published
June 22, 2012 September 08, 2012 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.
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  Cite this Reference:
Wen Jing-hua, Zhang Mei and Liu Qing-qing, 2013. Stock Market Financial Risk Prevention and Portfolio Optimization Based on MATLAB 7.  Research Journal of Applied Sciences, Engineering and Technology, 5(05): 1511-1514.
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ISSN (Online):  2040-7467
ISSN (Print):   2040-7459
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