摘要
本文利用概率统计的原理对一类证券投资组合所能减轻的风险作了讨论,并得到了风险最小的投资组合。
In the paper, the risk and income of investment combinations in bond are discussed by the principle of probability and statistics. It is showed how to choose a combination of investment in bond so that the risk is minimum.
关键词
证券投资组合
风险
收益
相关系数
combinations of investment in bond
income
risk
interrelation coefficient
