| 关于证券投资风险的表述及相关模型分析 |
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| 引用本文： | 王国志,吴建伟.关于证券投资风险的表述及相关模型分析[J].燕山大学学报,2004,28(1):25-28. |
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| 作者姓名： | 王国志 吴建伟 |
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| 作者单位： | 燕山大学经济管理学院,秦皇岛,066004 |
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| 摘 要： | 针对传统风险理论及当今众多风险度量方法存在的问题，在总结完善的基础上提出了一类改进的哈洛模型，并给出了系统研究投资组合决策方案的步骤。
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| 关 键 词： | 证券投资 风险 方差 风险项 风险抵消项 决策 哈洛模型 |
| 修稿时间： | 2001年12月3日 |
The Expression about Stock Risk and Analysis of Related Model |
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| ,The College of Economic and Management,Yanshan University,Qinhuangdao ..The Expression about Stock Risk and Analysis of Related Model[J].Journal of Yanshan University,2004,28(1):25-28. |
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| Authors: | ,,The College of Economic and Management,Yanshan University,Qinhuangdao |
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| Institution: | (Wang Guozhi),(WuJianwei),The College of Economic and Management,Yanshan University,Qinhuangdao 066004). |
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| Abstract: | In this paper, aiming at the problems in the traditional risk theory and many present-day methods of risk-measuring, a new improved Harlow-model is proposed, and the steps of systemic research on the stock portfolio are given. |
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| Keywords: | variance risk-section anti-risk-section |
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