论文部分内容阅读
在Markowitz模型的基础上,建立REITs投资组合优化模型。采取2005年7月至2010年4月商业地产的销售价格指数,对REITs在全国商业地产投资组合优化进行实证研究,在以B系数为测度的Markowitz优化模型下寻求获得最大收益(或最小风险)的商业地产项目投资组合。
Based on the Markowitz model, a portfolio optimization model of REITs is established. Taking the sales price index of commercial real estate from July 2005 to April 2010, this paper conducts an empirical research on REITs’ portfolio optimization in commercial real estate across the country and seeks to obtain the maximum return (or minimum risk) under the Markowitz optimization model with the B coefficient as the measure. Commercial real estate project portfolio.