| 投资组合风险的均值方差分析 |
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| 引用本文： | 黄亮亮,王勇.投资组合风险的均值方差分析[J].上海电力学院学报,2012,28(3):287-290,297. |
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| 作者姓名： | 黄亮亮 王勇 |
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| 作者单位： | 上海电力学院电力与自动化工程学院,上海,200090 |
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| 基金项目： | 上海市教育委员会创新基金 |
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| 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.
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| 关 键 词： | 投资价值 投机价值 风险率 市盈率 收益率 协方差 |
| 收稿时间： | 7/5/2011 12:00:00 AM |
The Average Investment Portfolio Risk Analysis of Variance |
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| HUANG Liang-liang and WANG Yong.The Average Investment Portfolio Risk Analysis of Variance[J].Journal of Shanghai University of Electric Power,2012,28(3):287-290,297. |
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| Authors: | HUANG Liang-liang and WANG Yong |
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| Affiliation: | ( School of Electric Power and Automation Engineering, Shanghai University of Electric Power, |
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| Abstract: | Modem 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. |
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| Keywords: | investment value speculative value risk rate PE yield covariance |
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