Analysis of Value Investment Beta Risk Control Strategy
Abstract
of asset returns to the change of the whole market index returns. This paper mainly selects the constituent stocks of CSI 300 as the asset al_x005flocation targets, and selects the top five and the bottom five stocks in the β coefficient through the ranking of the β coefficient. Based on the
research on the capital asset pricing model, different Beta strategies are adopted. Finally, the results of the stock portfolio constructed with
different strategies based on the current A-share market are analyzed, and then the applicability of Beta risk control strategy in China’s A-share
market is expounded.
Keywords
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DOI: http://dx.doi.org/10.18686/fm.v8i6.11716
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