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在台湾股票市场上,根据马科维茨模型计算出的有效的股票组合不仅明显优于基础股票,而且比整个股票市场的平均表现更好,马科维茨模型在台湾股票市场上有着显著的应用价值。
In the Taiwanese stock market, the effective stock portfolio calculated based on the Markowitz model is not only significantly better than the underlying stock, but also better than the average stock market. The Markowitz model has significant Value.