| 证券投资组合收益率与风险的统计分析 |
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| 引用本文： | 王汉荣.证券投资组合收益率与风险的统计分析[J].沙洲职业工学院学报,2008,11(4):42-46. |
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| 作者姓名： | 王汉荣 |
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| 作者单位： | 沙洲职业工学院,江苏,张家港,215600 |
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| 摘 要： | 利用数理统计原理和数学方法对证券投资组合的收益率与风险间的关系进行了深入的分析，并介绍了有效边界函数的确定方法及投资风险的分解。
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| 关 键 词： | 证券投资组合 有效边界 收益率 风险 |
A Statistical Analysis on the Yield and Risk of Stock Investment Portfolio |
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| WANG Han-rong.A Statistical Analysis on the Yield and Risk of Stock Investment Portfolio[J].Journal of Shazhou Polytechnical Institute of Technology,2008,11(4):42-46. |
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| Authors: | WANG Han-rong |
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| Affiliation: | WANG Han-rong(Shazhou Professional Institute of Technology,Zhangjiagang 215600,China) |
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| Abstract: | The relations between the Yield and the Risk of Stock Investment Portfolio are intensively analyzed in this paper with the Mathematics Statistics Theory and Mathematical Technique.Furthermore,the way to determine Effective Boundary Function and the Decomposition of Investment Risk is introduced. |
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| Keywords: | stock investment portfolio effective boundary yield risk |
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