文件名称:Mean-Variance
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以最大化收益方差比的方式将20支股票及无风险利率产品的投资组合进行优化的方式，并且以夏普值等数据评价其优劣-To maximize earnings variance ratio manner portfolio 20 risk-free rate and equity products optimized manner, and with the value of Sharp and other data to uate the pros and cons
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下载文件列表
Mean Variance
.............\capm.m
.............\data.txt
.............\FTSE100.csv
.............\GB_rf.csv
.............\MKT_CAP_WGT.csv
.............\MomentsEstimator_TB.m
.............\ObjSR.m
.............\ret_mthly.csv
.............\snp_mthly.csv
.............\Stocks_rt.csv
.............\Stocks_rt_MOM.csv
.............\MEAN_Variance.m
.............\MV_data.txt
.............\MV_wgt.txt