| 一类证券投资组合问题的风险与收益分析 |
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| 引用本文： | 周山,王志伟.一类证券投资组合问题的风险与收益分析[J].长春师范学院学报,2005(12). |
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| 作者姓名： | 周山 王志伟 |
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| 作者单位： | 井冈山学院数学与应用数学系 井冈山学院数学与应用数学系 江西吉安 江西吉安 |
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| 摘 要： | 本文利用概率统计的原理对一类证券投资组合所能减轻的风险作了讨论,并得到了风险最小的投资组合。
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| 关 键 词： | 证券投资组合 风险 收益 相关系数 |
An Analysis of Risk and Income for an Investment Combinations in Bond |
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| ZHOU Shan,WANG Zhi-wei.An Analysis of Risk and Income for an Investment Combinations in Bond[J].Journal of Changchun Teachers College,2005(12). |
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| Authors: | ZHOU Shan WANG Zhi-wei |
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| Abstract: | In the paper,the risk and income of investment combinations in bond are discussed by the principle of probability and statistics.It is showed how to choose a combination of investment in bond so that the risk is minimum. |
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| Keywords: | combinations of investment in bond income risk interrelation coefficient |
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