| 证券组合投资分析的最小二阶矩方法 |
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| 引用本文： | 林孝贵.证券组合投资分析的最小二阶矩方法[J].广西科学院学报,2002,18(3):127-130,134. |
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| 作者姓名： | 林孝贵 |
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| 作者单位： | 广西工学院管理工程系,柳州,545006 |
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| 摘 要： | 引入最小二阶矩方法讨论和分析证券组合在当前价格的风险，得到证券组合的最小二阶矩模型，并导出风险和风险系数的计算公式，推论的结果与Markoitz的最小方差法的结果一致，分析结果表明，证券组合的最小二阶矩法比最小方差法更具优越性。
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| 关 键 词： | 证券组合投资 最小二阶矩 当前价格 风险 风险系数 |
| 收稿时间： | 2002/2/20 0:00:00 |
A Method of Least Second Moment for Portfolio Selection |
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| Lin Xiaogui.A Method of Least Second Moment for Portfolio Selection[J].Journal of Guangxi Academy of Sciences,2002,18(3):127-130,134. |
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| Authors: | Lin Xiaogui |
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| Institution: | Department of Management Engineering, Guangxi University of Technology, Liuzhou, 545006 |
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| Abstract: | A least second moment method is used to analyze the current price risk for portfolio selection.The model,risk and formulae of risk coefficients are obtained.The results are in line with the Markowitz's least variance method.The analysis results show that the least second moment method is better than the least variance method in portfolio selection. |
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| Keywords: | portfolio selection least second moment method present price risk risk coefficient |
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