众所周知，对于预测投资组合模型的回报率，人们通常采用传统的方法如均值方差和回归模型进行预测，但在少量样本以及信息贫乏的情况下，运用这些方法并不能得到准确的预测结果。因此，本文首先简要介绍投资组合理论的历史研究，并引入灰色理论，通过考虑历史影响因素及市场影响因素，建立新的投资组合模型，较好的解决了数据贫乏情况下预测不准确的问题，并根据实证研究与传统方法进行分析、对比，最终可以得出灰色预测模型具有良好的精确度与灵活性，未来在实际情况下可广泛应用。关键字 投资组合 灰色预测模型 证券收益率毕 业 论 文 中 文 摘 要毕 业 论 文 外 文 摘 要Title The Grey theory for Portfolio problem AbstractAs we all know, people always use the conventional method such as arithmetic mean or regression-based method to deal with the portfolio selection problem. However, according to small sample situation, we cannot always obtain satisfied solution by using these methods. Therefore, in this paper, the proposed method which incorporates the grey and possibility regression models formulates the novel portfolio selection model as well as concerning the impact the historical data and the whole market tendency. In addition, an actual problem settled in the last chapter. Based on the numerical results, we can conclude that the proposed method can provide the more flexible and accurate results.Keywords Portfolio problem Grey model Security return 本 科 毕 业 论 文 第 I 页目 次1 绪论……………………………………………………………………………………………11.1 选题背景及研究意义………………………………………………………………………11.2 研究现状……………………………………………………………………………………11.2.1 投资组合理论文献综述…………………………………………………………………11.2.2 灰色预测模型文献综述…………………………………………………………………31.3 研究框架……………………………………………………………………………………52 理论基础……………………...
