| 证券组合投资风险最小化模型的构建 |
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| 引用本文： | 刘振溪.证券组合投资风险最小化模型的构建[J].青岛科技大学学报,1997(4). |
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| 作者姓名： | 刘振溪 |
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| 作者单位： | 青岛化工学院经济贸易学院!青岛266042 |
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| 摘 要： | 用数学分析方法，对马科维兹创立的现代组合证券投资理论，在定量分析基础上，结合实际操作内容，构建出了组合证券投资风险最小化模型。
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| 关 键 词： | 证券投资 投资风险 期望收益率 有效边界 |
A Model of Risk-Minimization for Portfolio Investment |
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| Liu Zhenxi.A Model of Risk-Minimization for Portfolio Investment[J].Journal of Qingdao University of Science and Technology:Natutral Science Edition,1997(4). |
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| Authors: | Liu Zhenxi |
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| Abstract: | Under the guidance of Macvizz's modern theory of portfolio investment and the method of mathemertical analysis,a model of risk-minimization for portfolio investment is established in connection with the actual operation. |
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| Keywords: | portfolio investment risk of investment expected rate of return |
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