title: ÐÐ½Ð°Ð»Ð¸Ð· Ð²Ð·Ð°Ð¸Ð¼Ð¾Ð´ÐµÐ¹ÑÑÐ²Ð¸Ñ ÐºÐ¸ÑÐ°Ð¹ÑÐºÐ¾Ð³Ð¾ Ð¸ Ð°Ð¼ÐµÑÐ¸ÐºÐ°Ð½ÑÐºÐ¾Ð³Ð¾ ÑÐ¾Ð½Ð´Ð¾Ð²ÑÑ ÑÑÐ½ÐºÐ¾Ð² Ð¸ Ð¿Ð¾ÑÑÑÐ¾ÐµÐ½Ð¸Ðµ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾Ð³Ð¾ Ð¿Ð¾ÑÑÑÐµÐ»Ñ
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: Analysis of the interaction of chinese and american stock markets and construction of an efficient portfolio
Creators: name: Ð§Ð¶Ð°Ð½ ÐÑÐ½ÑÐ¸
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2022
Subjects: ÑÐ¾Ð½Ð´Ð¾Ð²ÑÐµ ÑÑÐ½ÐºÐ¸
ÐºÐ¾ÑÑÐµÐ»ÑÑÐ¸Ñ
Ð¿Ð¾ÑÑÑÐµÐ»Ñ
Ð°Ð´Ð´Ð¸ÑÐ¸Ð²Ð½Ð°Ñ Ð¼Ð¾Ð´ÐµÐ»Ñ Ð¿ÑÐ¾Ð³Ð½Ð¾Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ
stock markets
correlation
portfolio
additive prediction model

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description: The topic of the final qualifying work: Â«Analysis of the interaction of chinese and american stock markets and construction of an efficient portfolioÂ». The study examines the possibility of Chinese private investors investing in U.S. stocks and building their portfolios. Tasks addressed during the study: - Explore the theoretical basis of model formation and optimization; - Explore the relevance of China and US stock markets; - Form a predictive model and build a portfolio.This study uses the additive forecast model to predict the stock price of China and US stock market, Data processing and model building were performed with Excel, building a reliable portfolio based on forecast pricesÂ which deepens the understanding of China and US stock market, and proposes a model combining forecast and portfolio.And provide some references, enrich the relevant theory of the portfolio. The study subjects were the China and US stock markets between 2020-2022. Using Markowitz's and Tobbin principle, select the stock market with low correlation for price prediction and portfolio construction.It has been determined that the stock market will show an upward trend for a period of time, with investment value. The portfolio model can also be changed according to the investors' own needs. Limit the maximum risk, etc. From the perspective of economic policy and investors, relevant suggestions are put forward to provide more choices for Chinese investors.