摘要
本文基于规避大比例亏损,多次投资后资本总积累最多的考虑,给出了一种计算最优投资组合比例的模型(2,7),并对特殊情况给出了具体计算方法(1,4)与(2,4).
In this paper,the portfolio investment model (2-6) is given,which is based on the sum of accumulates of capital is the largest and can avoid the risk that lost an amount of capital.Under paper condition,we have given computational methods for weight of capital.
出处
《青海师范大学学报（自然科学版）》
2003年第2期21-24,共4页
Journal of Qinghai Normal University(Natural Science Edition)
关键词
证券投资组合
投资比例
风险管理
风险度量
portfolio investment
weight of capital
risk management
measure of risk
