| 证券组合的投资决策实战模型初探 |
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| 引用本文： | 卢美平,荣喜民.证券组合的投资决策实战模型初探[J].天津科技大学学报,2003(Z1). |
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| 作者姓名： | 卢美平 荣喜民 |
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| 作者单位： | 天津大学理学院，天津大学理学院 天津 300072，天津 300072 |
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| 基金项目： | 南开大学天津大学刘徽应用数学中心资助(2001T08) |
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| 摘 要： | 利用Harry Markowitz的“均值一方差组合模型”,将证券收益率看成时间序列,给出证券组合的投资决策实战模型——即证券投资者能够承担的系统风险范围内,应如何调整投资比例,使得非系统风险最小,期望收益率最大。并且运用统计数据进行具体计算和结果分析。
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| 关 键 词： | 证券组合 投资决策 系统风险 非系统风险 |
A SIMPLE-RESEARCH ON THE PRACTICAL OF PORTFOLIO INVESTMENT DECISION MODEL |
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| LU Mei-ping,RONG Xi-min School of Science,Tianjin University,Tianjin,China.A SIMPLE-RESEARCH ON THE PRACTICAL OF PORTFOLIO INVESTMENT DECISION MODEL[J].Journal of Tianjin University of Science & Technology,2003(Z1). |
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| Authors: | LU Mei-ping RONG Xi-min School of Science Tianjin University Tianjin China |
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| Institution: | LU Mei-ping,RONG Xi-min School of Science,Tianjin University,Tianjin300072,China |
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| Abstract: | in this paper, considering security income ratio as a time-sequence, Harry Markowitz" Av-
erag-Variance cobination" Model is used to put forward the practical model on the portfolio invest-
ment----that is, investor adjusts his investment ratio in his affordable system risk so that no-system
risk is the smallest while anticipative profit is the biggest. also in this paper statistics data is used to
calculate and analyse the result. |
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| Keywords: | portfolio investment decision system risk non-system risk |
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