CAJ | 학술논문

随着股市全流通的到来和央行运用宏观货币政策的娴熟,金融行业对市场的影响日益明显.因此,对金融行业股票投资组合规模与风险的关系进行研究非常必要,研究先对相关文献进行梳理,再从实证角度对金融行业的组合规模与风险的关系及风险构成等问题进行深入分析.统计分析显示,投资组合规模可以较好地负向预测投资风险.当股票数目在10以内时,投资组合规模越大,风险越小;一旦超过这一界限,即使规模再增加,风险已经基本不再降低.最后,给出相应政策建议.
수착고시전류통적도래화앙행운용굉관화폐정책적한숙,금융행업대시장적영향일익명현.인차,대금융행업고표투자조합규모여풍험적관계진행연구비상필요,연구선대상관문헌진행소리,재종실증각도대금융행업적조합규모여풍험적관계급풍험구성등문제진행심입분석.통계분석현시,투자조합규모가이교호지부향예측투자풍험.당고표수목재10이내시,투자조합규모월대,풍험월소;일단초과저일계한,즉사규모재증가,풍험이경기본불재강저.최후,급출상응정책건의.
With the arrival of the stock market full circulation and central bank skillfully using macro monetary policy, the financial industry's influence on the market has become increasingly apparent. Therefore, it is very necessary to study the relationship between stock portfolio scale and risk. The research first reviewed literature, then analyze relationship between stock portfolio scale and risk in-depth from empirical Angle. Statistical analysis showed that investment portfolio scale can accurately predict investment risk. When the stock number was within 10, the smaller portfolio size, the greater the risk. Once over the number, even if the scale increased again, the risk was no longer reduced. Finally, corresponding policy recommendation was given.