投资组合分配.ppt

Group.8 Leader:吴志坚 1 INVESTMENT OBJECTIVES RISK TOLERANCE Questionnaire Summary of investor profile questionnaire Primary Investment Objective Growth and income (balanced): Getting enough money for supporting my son to go through college. Time Horizon: ? 10 years Your Target Return: ? ￥110,000 (Expected Rate of Return= 9% ) Risk Tolerance(Volatility) ? Risk Aversion: A= 2.6 Assets That You Planned To Invest ? ￥500,000 2 MODELS DESCRIPTION Markowitz Mean-Variance Model 2 MODELS DESCRIPTION 无异曲线 Indifference Curve 2 MODELS DESCRIPTION MO Combination: Alpha Choose which security? Target Securities Selected Which One? 中原高速 600020 上海电力 600021 四川路桥 600039 三一重工 600031 宁波联合 600051 福建高速 600033 歌华有线 中直股份 600038 保利地产 600048 中国联通 600846 冠城大通 600489 澄星股份 600832 哈高科 600398 新疆天业 600523 同方股份 MONEY 永泰能源 MONEY 黄山旅游 MONEY 海泰发展 MONEY 三一重工 中石油企业债 10年期国债 Securities Selected Alpha 3 MAKING A PORTFOLIO Markowitz Mean-Variance Model 2 MODELS DESCRIPTION Markowitz Mean-Variance Model Alpha Additional Explanations Why? 谢谢观赏 Group. Eight Presents THANKS