数学模型在投资风险与收益中的应用

AbstractMathematical models are often used to solve problems in the economy.This paperquantifies the abstract risks and benefits with expectation and variance according to theMarkowitz mean-variance model.And selected 5 kinds of investment commodity's historicalreturn rate,closing price and other data to carry on the empirical analysis,according to theMatlab program calculation covariance,variance,average return rate and other formulas toget the effective frontier,using the matrix to find the corresponding weight of each securitycommodity,to achieve the optimal combination.Keywords:portfolio theory;effective boundaries;investment risk;return