Selecting an Optimal Investment Portfolio for Family Investors: Evidence from China

被引:0
作者
Qi Yongsheng [1 ]
机构
[1] E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China
来源
PROCEEDINGS OF THE 2ND (2010) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT | 2010年
关键词
investment portfolio; family investor; China; CHOICE;
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
The paper mainly relies on the mean-variance model to analyze problems concerning the optimal investment portfolio for common Chinese family Investors We assume that the family investors in China can invest in stock, real estate and bank deposits The optimal problem can be properly solved by carrying out an empirical study of Chinese financial market from the year 2004 to 2009 Results show that the family investors in China should diversify their family assets by investing a larger proportion of wealth on real estate while less on stocks
引用
收藏
页码:299 / 302
页数:4
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