【摘要】 资产组合理论是金融专业的一个核心知识点,使用开源统计软件R进行教学,有助于学生创新性能力的培养。结合金融学科与R软件特性,使用quantmod 和fPortfolio等量化金融扩展包,解析资产组合理论,重现有效边界和资本市场线,解构收益与风险特征,探索R软件在金融理论实验设计中的应用。更多还原

【Abstract】 Modern portfolio theory is one of key knowledge point in finance.Teaching with open source statistical software R is conducive to the cultivation of students’ innovative ability.This paper explores the application of R software in the experimental design of modern financial theory based on the features of the financial discipline and R software:adopting the quantitative financial extension packages such as "quantmod" and "portfolio",analyzing the assets portfolio theory,reproducing the effective boundary and capital market line,and deconstructing the characteristics of return and risk.更多还原