Shanghai And Shenzhen A-share Portfolio Size And Risk Of The Relationship Between Empirical Analysis

After more than 10 years of development, China's stock market has made a very big success. Particularly, since the 2006 reform of the share-trading successfully completed, it marks that China's A-share market has entered a full circulation times, the market full-scale upgrading the depth and breadth of the market increasing. In this paper, using a simple method, the empirical analysis of the relationship of the combination of size of the portfolio and risk in the Shanghai and Shenzhen A-share market, and the sampling methods used in this paper mainly two methods: the industry portfolio investment portfolio and cross-sectoral approach; The article focused the relation analysis of the size of the portfolio and risk in China A-shares, and the relationship of the size of the portfolio and risk in two different circumstances: between the upward market trend and the declining market trend; and then, the focus research of risk is: the systemic risk weights are posed in the Shanghai and Shenzhen A-share market; Finally, the influence of the industry's investment portfolio approach and the cross-sectoral approach to the relationship between the size of the portfolio and the risk, drawing the conclusions and the corresponding policy recommendations.