• DocumentCode
    2839458
  • Title

    Portfolio Selection with Stock Funds

  • Author

    Wu, Meng ; Wang, Le ; Wang, Yang ; Huang, Nan-jing

  • Author_Institution
    Coll. of Bus. Adm., Sichuan Univ., Chengdu, China
  • Volume
    3
  • fYear
    2011
  • fDate
    26-27 Nov. 2011
  • Firstpage
    328
  • Lastpage
    331
  • Abstract
    In this paper, we consider the portfolio selection problem with stock funds. The optimal policies and efficient frontiers are given in three different cases. Finally, we prove that portfolio with stock funds can remove the nonsystematic risk effectively.
  • Keywords
    investment; risk management; stock markets; nonsystematic risk removal; portfolio selection problem; stock fund; Economics; Educational institutions; Finance; Investments; Portfolios; Radio frequency; Systematics; Portfolio selection; efficient frontier; nonsystematic risk; stock funds;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Management, Innovation Management and Industrial Engineering (ICIII), 2011 International Conference on
  • Conference_Location
    Shenzhen
  • Print_ISBN
    978-1-61284-450-3
  • Type

    conf

  • DOI
    10.1109/ICIII.2011.361
  • Filename
    6116936
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2839458