Industry Asset Allocation Portfolio Analysis

Since the beginning of 21st century, there have been many excellent fund managers, but asset portfolios are rare. Therefore, it is great interests to implement in-depth investigations on this issue. In paper, Markowitz model and Index selected measure returns volatility ten different assets get a better result. At same time, according preferences customers, five constraints meet characteristics more groups. Based this, paper optimizes portfolio. This result shows that: First, when combined with capital market line efficient frontier, very effective apply risk Second, Alaska Air Group Hawaiian Holdings tend be short under various constraints, while Wells Fargo opposite. It significance research optimal allocation financial in industry.