中文摘要：

本文运用了G-最优混料试验设计的理论和方法对证券投资组合进行了研究,给出了两种情况下两支股票预期收益率的最大风险极小化的试验设计方法,并通过相关的定理及其证明,将两支股票的研究方法推广到多支股票的情形,最后给出了实证分析。

英文摘要：

In this paper, we investigate portfolio investment by using G-optimal designs for mixture experiments, as well as give the experimental design methods for minimizing the maximum risk of a two-stock portfolio under two cases, and then we extend the methods of the two-stock portfolio to the multi-stock portfolio through the related theorems and their proof. Finally we give the empirical analysis.