Theoretical and Empirical Research on Statistical Risk Measurement Methods and Securities Investment Portfolio Models
Abstract
In order to provide some reference for the research of risk measurement methods statistics and securities investment portfolio models, this paper introduces the theory of risk measurement methods statistics and securities investment portfolio models. The weekly closing
price sequence of the Shanghai Composite Index from January 1, 2023 to December 31, 2023 is selected as the sample data, and the application of risk measurement methods statistics and securities investment portfolio models in stock market investment is empirically studied. The
conclusion is that the statistical analysis of risk measurement methods and the securities investment portfolio model are highly effective and
have a large application space.
price sequence of the Shanghai Composite Index from January 1, 2023 to December 31, 2023 is selected as the sample data, and the application of risk measurement methods statistics and securities investment portfolio models in stock market investment is empirically studied. The
conclusion is that the statistical analysis of risk measurement methods and the securities investment portfolio model are highly effective and
have a large application space.
Keywords
Risk Measurement Methods Statistics, Securities Investment Portfolio Model, Efficient Market Theory
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DOI: http://dx.doi.org/10.18686/fm.v9i4.13093
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