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Erschienen in:
2023 | OriginalPaper | Buchkapitel
Portfolio Optimization for Banks in the Hong Kong Stock Market
verfasst von : Jingyi Jiang
Erschienen in: Proceedings of the 6th International Conference on Economic Management and Green Development
Verlag: Springer Nature Singapore
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Abstract
Hong Kong, is an important financial center in China and a window connecting the Chinese mainland and other countries in financial exchanges. The Hong Kong market can also quickly respond to economic changes in other countries, and then transfer to the Chinese mainland market. Because of this, studying the stock trend in Hong Kong, and judging the weight of the minimum risk asset portfolio and the optimal risk asset portfolio can help us understand the changes of the stock trend in mainland China more quickly, as well as determine the optimal investment strategy in mainland China. According to the selected data, the experimental results are as follows: to form the minimum variance portfolio, a large amount of investment in China Construction Bank Corp. is needed; to form the optimal risk portfolio, a large amount of investment in The Bank of China is needed.