${\lambda }_1$ ， ${\lambda }_2$ ，q

K的取值

$\alpha$

$\beta$

最大权重选股法

1，0,0.2

5

1.32578E−09

0.997916111

10

−0.0493879141

1.047250169

15

−0.1574067376

1.155241607

0.5，0.5，0.2

5

−0.0020825678

0.999999986

10

−0.0493879145

1.04725017

15

−0.1574067384

1.155241608

0，1，0.2

5

−0.0020835362

0.999999992

10

−0.0493880618

1.047250317

15

−0.1574068425

1.155241712

1，0，0.5

5

4.8038E−09

1.000266604

10

−0.0238495996

1.024135144

15

−0.1266058298

1.126865413

0.5，0.5，0.5

5

1.33655E−08

1.000266466

10

−0.0238496001

1.024135144

15

−0.1266058296

1.126865413

0，1，0.5

5

0.0002666993

0.999999994

10

−0.0238495856

1.02413513

15

−0.1266005911

1.126860176

1，0，0.8

5

2.77951E−09

1.002522507

10

1.52834E−09

1.002577145

15

−0.0780765879

1.080673506

0.5，0.5，0.8

5

2.38606E−09

1.002521921

10

1.2001E−08

1.002577104

15

−0.0780765879

1.080673506

0，1，0.8

5

0.0025231232

0.999999993

10

0.0025776699

0.999999992

15

−0.0780766759

1.080673594