Investment Portfolio Model Based on Attention

Zong-sheng WANG

Abstract


Markowitz portfolio theory is the core of microfinance, but modern stock market is increasingly reflected in a attention market. The modification and development of original theory model is to generate attention constraints from portfolio model, which is the theoretic basis of regulating stock market.

Keywords


Attention constraints, Investment portfolio, Efficiency frontier


DOI
10.12783/dtmse/amsee2017/14307

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