组合投资风险分析

The Risk Analysis of Combined Investment

应用概率理论论证了组合投资风险度与相关系数的关系和随投资比例而变化的规律。该结果对指导投资决策有重要意义。

This paper analyzes the relations between risk grade and the correlation coefficient of combined investment and the changing rules of risk grade of combined investment as its investment proportion varies using the probabilistic theory.The results have an important meoning for directing investment decision.