${\lambda }_1$ ， ${\lambda }_2$ ，q

K的取值

$\alpha$

$\beta$

最大相关系数选股法

1，0，0.2

5

−0.8684075516

1.866827228

10

−0.9648677602

1.96306862

15

−1.0543569470

2.052480171

0.5，0.5，0.2

5

−0.8684089915

1.866828666

10

−0.9648677578

1.963068618

15

−1.0543569488

2.052480173

0，1，0.2

5

−0.8684089920

1.866828667

10

−0.9648677555

1.963068615

15

−1.0543569508

2.052480175

1，0，0.5

5

−1.0073057835

2.007383577

10

−0.9504963885

1.950492607

15

−1.0448375084

2.044825207

0.5，0.5，0.5

5

−1.0073072130

2.007385007

10

−0.9504963886

1.950492608

15

−1.0448375085

2.044825207