Inexact SA Method for Constrained Stochastic Convex SDP and Application in Chinese Stock Market

Table 3

Closing price of small-cap stocks.

CP	002001	002003	002004	002005	002006	002007	002008	002009	002010	002011
6.3	18.140	9.550	14.500	11.330	8.760	26.000	13.500	9.620	9.380	12.380
6.4	18.260	9.250	13.870	10.940	9.430	25.430	13.250	9.600	9.440	12.270
6.5	18.300	9.240	14.010	11.310	9.090	25.300	13.360	9.680	9.600	12.160
6.6	17.680	9.070	13.990	10.950	8.520	25.800	12.770	9.500	9.560	11.930
6.7	17.130	8.950	13.890	10.950	8.070	25.680	12.250	9.240	9.530	11.720
6.13	16.820	8.750	13.370	10.950	8.270	24.500	12.170	8.940	9.380	11.400
6.14	17.060	8.800	13.630	11.460	8.220	24.450	12.790	9.120	9.620	11.860
6.17	17.370	8.770	14.090	11.570	8.280	24.260	12.710	9.300	9.620	11.780
6.18	17.150	8.810	14.450	11.360	8.230	24.800	12.770	9.260	9.860	11.540
6.19	17.280	8.810	14.300	11.160	8.110	25.350	12.990	9.120	9.590	11.500
6.20	16.750	8.620	13.960	10.620	7.750	24.580	12.300	8.650	9.200	10.740
6.21	16.670	8.480	13.990	10.350	7.900	24.560	11.950	8.730	8.760	10.330
6.24	15.640	8.200	13.500	9.3200	7.110	22.900	10.850	8.210	8.350	9.900
6.25	15.160	8.200	13.740	9.190	7.240	23.010	11.290	8.500	8.430	10.310
6.26	15.080	8.180	14.190	9.960	7.310	23.400	11.470	8.770	8.380	10.590
6.27	14.890	8.180	13.850	9.650	7.020	22.890	11.340	8.620	8.000	10.280
6.28	14.740	8.200	14.090	9.300	6.960	22.580	11.190	9.030	8.090	10.140
7.1	14.650	8.250	14.150	9.600	7.050	22.750	11.500	9.490	8.160	10.360
7.2	15.120	8.240	13.920	10.150	7.130	23.320	11.740	9.540	8.200	10.800
7.3	14.750	8.130	14.040	10.230	7.400	23.700	11.570	9.590	8.000	10.680