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Received:July 05, 2011
Received:July 05, 2011
中文摘要: 综述了现代投资组合理论,总结了在保证投资收益的基础上能有效降低投资组合风险的数学方法,验证了投资组合理论的正确性,并指出了均值方差分析方法在实际运用中的局限性。
Abstract:Modern portfolio theory is summarized,which holds that the combination of different risky assets after the investment income on the basis of guarantee can reduce the risk of the portfolio.This article proves the correctness of the portfolio theory.The theory of portfolio size,rate of return,variance and covariance of the relationship are discussed.
keywords: investment value speculative value risk rate PE yield covariance
文章编号：20120321 中图分类号： 文献标志码：
基金项目:上海市教育委员会创新基金(11YZ192)
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