证券投资组合规划求解.xls

深发展Ａ(000001)2010.7.8与平安合并停盘万科Ａ(000002)云南白药(000538)时代万恒(600241)山大华特(000915)东阿阿胶(000423)昆明制药(600422)银座股份(600858)金种子酒(600199)收益率山东高速(600350)南宁百货(600712)福耀玻璃(600660)青岛啤酒(600600)山东黄金(600547)方大特钢(600507)时间收盘价收益率时间收盘价收益率时间收盘价收益率时间收盘价收益率时间收盘价收益率时间收盘价收益率时间收盘价收益率时间收盘价收益率时间收盘价时间收盘价收益率时间收盘价收益率时间收盘价收益率时间收盘价收益率2008/12/319.46(r2-r1)/r2ln(r2/r1)2008/12/316.23(r2-r1)/r2ln(r2/r1)2008/12/3125.985(r2-r1)/r2ln(r2/r1)2008/12/312.912(r2-r1)/r2ln(r2/r1)2008/12/314.08(r2-r1)/r2ln(r2/r1)2008/12/3112.69(r2-r1)/r2ln(r2/r1)2008/12/313.76(r2-r1)/r2ln(r2/r1)2008/12/318.994(r2-r1)/r2ln(r2/r1)2008/12/311.905(r2-r1)/r2ln(r2/r1)2008/12/314.722(r2-r1)/r2ln(r2/r1)2008/12/311.2092008/12/313.152008/12/3119.42008/12/3111.9152008/12/311.4112009/01/2311.640.1872852230.2073750592009/01/236.820.0865102640.0904831392009/01/2324.485-0.061261997-0.0594587632009/01/233.40.1435294120.1549353012009/01/234.580.1091703060.115602012009/01/2313.950.0903225810.0946652272009/01/234.090.0806845970.0841260132009/01/238.628-0.042420028-0.041544962009/01/232.1450.1118881120.1186575442009/01/234.532-0.041924095-0.0410690952009/01/231.3580.1097201770.1162194582009/01/234.360.2775229360.3250696052009/01/2317.85-0.086834734-0.0832695582009/01/2311.262-0.057982596-0.0563638842009/01/231.70.172009/02/2613.80.1565217390.170221152009/02/276.930.0158730160.0160003412009/02/2727.2690.1020939530.1076898412009/02/273.6530.0692581440.0717733162009/02/2750.0840.0877389142009/02/2714.780.0561569690.0577954072009/02/274.480.0870535710.0910780762009/02/278.211-0.050785532-0.049538012009/02/272.2150.0316027090.0321128512009/02/274.282-0.058383933-0.0567431532009/02/271.560.1294871790.1386727922009/02/274.580.0480349340.0492269412009/02/2718.310.0251228840.025443852009/02/2717.1670.3439739030.4215547092009/02/271.7260.0150637312009/03/3115.940.134253450.1441630812009/03/318.060.1401985110.1510537432009/03/3127.5920.0117062920.011775352009/03/313.8240.0447175730.0457482472009/03/315.980.1638795990.1789826562009/03/3116.390.0982306280.1033964772