IEEE - Institute of Electrical and Electronics Engineers, Inc. - Risk Control and Portfolio Management of Investment in Chinese New Power Market

2010 International Conference on Electrical and Control Engineering (ICECE 2010)

Author(s): Jie Yang
Sponsor(s): IEEE
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 June 2010
Conference Location: Wuhan, China
Conference Date: 25 June 2010
Page(s): 4,181 - 4,184
ISBN (CD): 978-0-7695-4031-3
ISBN (Electronic): 978-1-4244-6881-2
ISBN (Paper): 978-1-4244-6880-5
DOI: 10.1109/iCECE.2010.1015
Regular:

The paper makes analysis of the investment risks towards new power shares in Chinese stock markets based on Markowitz mean-variance model using Monte Carlo simulation for solution. Five stocks... View More

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