Mean-Variance Application of Portfolio Management in Hong Kong Stock Market

Abstract

The Hong Kong stock market is one of the world's top financial markets, and some investors want to gain benefits by investing in the Hong Kong stock mar-ket. Some studies have found that reasonable asset management can effectively reduce risks and increase returns. Therefore, the research topic of this paper is the importance of investment portfolio for investors to profit in Hong Kong stock as a financial market. The research methodology of this paper is as follows: firstly, we collect the data of Hong Kong stock market, secondly, we organize and combine the data, and use the mean variance model to calculate the maximum return and risk under the asset portfolio. The results show that the portfolio can effectively improve the return and risk value of investments. The E Commerce and Internet Services sector has always been a large part of the portfolio and can be a prime target for investors.