投资基金收益风险的数理分析

Mathematical Analysis of Revenue and Risk of Investment Fund

应用均值－方至理论分析了共同基金投资组合的风险和收益，证明了基金在维持较高期望收益的前提下，可通过分散投资实现总资产风险最低．

In this paper, the authors analyze the revenue and risk of investment fund with mathematical methods. It is proved that the risk of the fund assets can reach the lowest level through proper investment portfolio along with a comparatively higher expected revenue.