| 资产净持有可控的证券组合投资决策模型研究 |
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| 引用本文： | 姚新颉,应建君.资产净持有可控的证券组合投资决策模型研究[J].浙江教育学院学报,2002(3):43-47. |
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| 作者姓名： | 姚新颉 应建君 |
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| 作者单位： | 1. 浙江树人大学,浙江,杭州,310015
2. 浙江财经学院,浙江,杭州,310012 |
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| 摘 要： | 以单因素和多因素模型及CAPM和APT理论为基础，分别提出了资产净持有可控的单因素和多因素证券组合投资决策模型，通过最小风险的分析，又提出了更简单的模型。
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| 关 键 词： | 证券组合 投资决策 单因素模型 多因素模型 CAPM APT 系统风险 非系统风险 非因素风险 |
| 文章编号： | 1671-6574(2002)03-0043-05 |
| 修稿时间： | 2002年3月10日 |
A Study of Investment Decision Models of Controllable Composed Stock for the Owner of Net Assets |
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| Yao Xin -- jie,Ying Jian -- jun Zhejiang Shuren Universty,Hangzhou ,China, Zhejiang Finance and Economics College,Hangzhou ,China.A Study of Investment Decision Models of Controllable Composed Stock for the Owner of Net Assets[J].Journal of ZHEJIANG Education Institute,2002(3):43-47. |
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| Authors: | Yao Xin -- jie Ying Jian -- jun Zhejiang Shuren Universty Hangzhou China Zhejiang Finance and Economics College Hangzhou China |
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| Institution: | Yao Xin -- jie,Ying Jian -- jun Zhejiang Shuren Universty,Hangzhou 310015,China, Zhejiang Finance and Economics College,Hangzhou 310012,China |
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| Abstract: | On the basis of one - factor and multi - factor models as well as the theory of CAPM and APT, presented in thispaper is investment decision models of controllable composed stock for the owner of net assets. By analysing the minimum risksimpler models are proposed here too. |
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| Keywords: | one-factor models multiple-factor models CAPM APT systematic risk unsystematic risk factor risk nonfactor risk |
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