基于风险计量指标的证券组合投资的数学模型及其应用
기우풍험계량지표적증권조합투자적수학모형급기응용
Mathematical Model for Security Po rtfolio based on Risk Measure Inde x and Practical Example
  • 万方数据
    中国管理科学 중국관이과학
    CHINESE JOURNAL OF MANAGEMENT SCIENCE
    2001年 3期 6-12 ,共7页

    沈小春%谢敦礼

    침소춘%사돈례

    证券组合投资%风险控制%数学模型 證券組閤投資%風險控製%數學模型
    증권조합투자%풍험공제%수학모형
    本文建立的证券组合投资的数学模型采用风险系数β作为控制证券投资风险的参数，其经济意义明确，实用性强。该模型应用于证券组合投资，效果明显，操作方便。
    본문건립적증권조합투자적수학모형채용풍험계수β작위공제증권투자풍험적삼수，기경제의의명학，실용성강。해모형응용우증권조합투자，효과명현，조작방편。
    This article constructed a mathematical model，and concluded t hat the economic meaning was defin ite and practical if we used risk coefficient β to control the risk of security portfolio．The model co uld be applied to security portfol io，which was convenient in practic e．
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