Portfolio Optimization for Real Estate Industry, Food and Beverage Industry, Energy Industry, Medicine Industry, Finance Industry and Retail Industry in Chinese Capital Market

Creating a portfolio is one of the mainstream ways for investors to avoid risks. This paper focuses on Chinese investment market, and selects six different industries in A-shares, which are preferred by investors, i.e., real estate industry, food beverage energy medicine finance industry retail industry. selected representative assets from these analysis. closing price data past year, simulates 10,000 portfolios Monte Carlo simulation, then uses mean variance model select maximum Sharpe ratio minimum volatility portfolio. After getting weights two groups assets, this used income nearly months test performance The results show that: In Ratio portfolio, Poly Development accounted max proportion, 35.05%, however, Tongrentang min only 0.26%. And percentage Tsingtao Brewery, 50.82%, while Chenguang, 0.84%. research have certain reference value investors.