| 基于Markowiz理论的证券组合收益与风险分析 |
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| 引用本文： | 谷亭亭.基于Markowiz理论的证券组合收益与风险分析[J].培训与研究,2007,24(2):15-16,25. |
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| 作者姓名： | 谷亭亭 |
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| 作者单位： | 湖北教育学院 数学与计量经济系 |
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| 摘 要： | 应用Markowiz收益—风险模型,研究了两种证券的组合投资收益及风险估计问题,得到了组合投资风险在投资收益率相关和不相关条件下的收益估计值,以具体的算式阐明了组合投资可以规避投资风险的结论。
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| 关 键 词： | Markowiz模型 投资风险 收益率 |
| 文章编号： | 1007-1687（2007）02-0015-02 |
| 修稿时间： | 2007-01-04 |
Risk Analysis on Securities Portifolio Investment |
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| GU Ting-ting.Risk Analysis on Securities Portifolio Investment[J].Training and Research-Journal of Hubei College of Education,2007,24(2):15-16,25. |
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| Authors: | GU Ting-ting |
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| Institution: | Department of Mathematics and Measure Econonics,Hubei Institute of Education, Wuhan 430205, China |
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| Abstract: | This paper, studying the risk analysis on two kinds of securities poitifolio investment by applying the CAPM model and Makeweicc method,firstly,gives us two risk estimations while the relationship between the two securities is relevant or irrelevant. Then it proves the conclusion that the risk of securities poitifolio investment is able to be avoided through a concrete equation. |
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| Keywords: | CAPM model the bond combination earning ratio investment risk |
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