${\lambda }_1$ ， ${\lambda }_2$ ，q

K的取值

$\alpha$

$\beta$

最大市值选股法

1，0，0.2

5

−2.0593439535

3.055988364

10

−0.0981739446

1.095987303

15

−0.1781723828

1.175936141

0.5，0.5，0.2

5

−2.0593439534

3.055988364

10

−0.0981739446

1.095987303

15

−0.1781723841

1.175936143