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1 Introduction

The Finland stock market is one of the most important stock market in the world. The money in circulation in Finland stock market is Euro (EUR). Finland Helsinki comprehensive index (HEX25) is the index used in Finland stock market, which is the weighted average index of the latest www.51lunwen.org/Accounting/ stock price of 25 file shares with maximum transaction volumes in the Helsinki stock exchange. The market weight of Finland stock market is 0.7% of MSCI World index and 2.1% MSCI Europe index, respectively. Science and technology and raw materials stocks account for 20% of all stocks in Finland stock market. The major corporate in Finland stock market are Fortum (Energy industry), UPM-Kymmene (paper industry) and Nokia (Communications industry). Foreign currency bond credit rating of Finland stock market is: Moody (AAA), S&P (AAA). From these we can point out the Finland stock market runs well with an important influence in the world. Thus, the study about the investment in the Finland stock market has important application value. On the other hand, portfolio selection is an important task for investors. Therefore, the study about the portfolio selection the Finland stock market is quite important.
芬兰股票市场是世界上最重要的证券市场。在芬兰股票市场上流通的货币是欧元（EUR）。芬兰赫尔辛基综合指数（hex25）应用于芬兰股票市场的指数，它是25个文件的股票在赫尔辛基证券交易所交易量最大的最新股票价格的加权平均指数。芬兰股票市场的重量是0.7%的MSCI世界指数和MSCI指数分别为2.1%。科学技术和原材料类股占芬兰股票市场中所有的股票20%。芬兰股票市场的主要企业是复达欣（能源），UPM芬欧汇川（纸业）和诺基亚（通信行业）。芬兰股市的外币债券信用评级：穆迪（AAA），S和P（AAA）。从这些我们可以指出芬兰股票市场运行良好在世界上具有重要影响。因此，对芬兰股票市场投资的研究具有重要的应用价值。另一方面，投资组合选择的是投资者的重要任务。因此，对资产组合选择的芬兰股票市场是相当重要的研究。

2 Literature review
3 The stock recomment analysis

Literatures cited:

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2. Cox, J. and C.-F. Huang (1989). Optimal consumption and portfolio policies when asset prices follow a diffusion process. Journal of Economic Theory 49, 33-83.
3. Fama, E. F. (1970). Efficient capital markets：A review of theory and empirical work. The journal of finance, 25(2), Paper and proceedings of the twenty-eighth annual meeting of the American Finance Association New York, N. Y. December, 28-30, 1970, 383-417.
4. Harrison, M. and D. Kreps (1979). Martingales and arbitrage in multi period securities markets. Journal of Economic Theory 20, 381-408.
5. Harrison, M. and S. Pliska (1981). Martingales and stochastic integrals in the theory of continuous trading. Stochastic Processes and their Applications 11, 215-260.
6. Karatzas, I., J. Lehoczky, and S. Shreve (1987). Optimal portfolio and consumption decisions for a small investor on a finite horizon. SIAM Journal on Control and Optimization 25, 1557-1586.
7. Lintner, J. (1965). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets. The review of Economics and statistics, 47, pp. 13-37.
8. Markowitz, H. (1952). Portfolio Selection. The Journal of Finance 7, pp. 77-91.
9. Merton, R. (1969本论文由英语论文网提供整理，提供论文代写，英语论文代写，代写论文，代写英语论文，代写留学生论文，代写英文论文，留学生论文代写相关核心关键词搜索。