﻿ 基于影响因素分析的动态证券投资组合模型

# 基于影响因素分析的动态证券投资组合模型Dynamic Portfolio Model Based on the Analysis of the Influencing Factors

Abstract: This paper discusses the strategies of long-term securities portfolio. For a long-term securities in-vestment, its investment income is limited dynamically to the various factors affecting stock price fluctuations. In order to obtain satisfactory return, by the sensitivity analysis of different securities to the influencing factors, we predict the dynamic yields of different securities, set up dynamic investment proportion to different securities in a portfolio, and then establish a dynamic portfolio model based on the analysis of the influencing factors. Using this model, we discuss concretely how to dynamically adjust investment proportions in portfolios, according to the influencing factors in different investment environments and different investment periods to make the portfolio adapt to market changes better, so as to reduce investment risks and increase yields.

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