A study on portfolio management strategies to maximize investment returns of listed companies

Abstract

Listed companies can solve the problem of capital redundancy after financing through venture capital, but due to the risky nature, it becomes increasingly difficult to get a good capital return, therefore, it is an effective way for listed companies to utilize their capital by diversifying and reducing risks through portfolio investment to obtain high returns. In this paper, based on the characteristics of listed companies, we analyze the risk investment methods and risk factors of listed companies, and then construct a log-optimal portfolio model under VaR and CVaR risk control and verify it, so as to provide scientific basis for the portfolio investment decision management of listed companies.