摘要
研究与股票投资的风险控制有关的几个问题：股票投资的系统性风险和非系统性风险的定量刻画的数学模型；总风险对它们的分解问题；深入考虑了在实际操作中，对有名的β系数的估计问题；最后还应用所得结果，利用电子计算机给出数值实例．
Several problems concerning the risks control in the investments for stocks are studied.For example,the mathematical models for systematic risk and unsystematic risk of stlocks,the decomposition of total risk for stocks.And as an application for the theoretical results obtained,some numerical examples are presented.
出处
《厦门大学学报（自然科学版）》
CAS
CSCD
北大核心
1998年第1期24-27,共4页
Journal of Xiamen University：Natural Science
关键词
股票
投资
风险控制
Stock,Investment,Risks control
