摘要
为得到更为适用的投资决策模型与分析方法 ,首先建立了单位收益风险度量模型 ,然后 ,借助于该模型和方法 ,对Markowitz型有效集中的资产组合选择问题进行了全面的分析、评价 ,并得到了单位收益风险最小的资产组合 ,同时 ,与用经典的标准差度量方法所得结果也进行了比较 ,在此基础上给出了更为合理的投资决策建议 .
In order to get more suitable investment decision model and analysis method,a risk measure method for unit return was introduced,by which,portfolio selection in Markowitz'effective set was analyzed,and a portfolio with the minimal risk,and compare with the results by means of standard deviation for measuring risk was obtained.On account of the above discussions,some more reasonable suggestions for investment decision were given.
出处
《湖南文理学院学报（自然科学版）》
CAS
2004年第2期65-70,共6页
Journal of Hunan University of Arts and Science(Science and Technology)
基金
国家自然科学基金 [10 3 710 2 5 ]
教育部人文社会科学研究"十五"规划资助项目 [0 1JA790 0 68]
