Abstract
The recent fluctuations in interest rates in the Hong Kong stock market have sparked a significant amount of attention, prompting investors to further intensify their research into portfolio optimization strategies. To determine the most suitable investment plan, this study carefully selected five Hong Kong stocks based on their market capitalization. Predictive data were utilized for portfolio optimization, with the mean-variance analysis framework used to measure portfolio performance. Our model revealed that asset allocation of 2800.HK held the highest proportion in the minimum variance model, with the five stocks holding ratio of 0.119952, 0.000517, 0.067936, 0.030762, and 0.822611 separately. The average cumulative return using mean variance on the testing dataset was 1.091263. The final findings of this study may be useful to investors seeking to optimize their investments in the Hong Kong stock market. The insights gained from this research could help investors make better decisions and achieve improved returns.
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