Author(s)

Fang Yifei, Xue Daoyuan

Corresponding Author

Fang Yifei

Abstract

With the growing demand for sustainable development, the New Energy Vehicle Industry has grown vigorously, gradually becoming a new benchmark for investment in China. This paper attempts to construct an effective investment portfolio within the New Energy Vehicle Industry based on the Modern Portfolio Theory by using Python, which can effectively solve complex issues, such as computing the minimum variance portfolio and using Monte Carlo simulation. Through empirical research, it has been found that an investment portfolio comprising NAURA (002371), SMGJNY (600546), JCHITWINGT (002855), and the Camera Index (884876. WI) may yield higher returns, thereby achieving the practical application of Modern Portfolio Theory in the New Energy Vehicle Industry.

Keywords

New Energy Vehicle Industry, Modern Portfolio Theory, Mean-Variance Model, Efficient Frontier