摘要
应用Markowiz收益—风险模型,研究了两种证券的组合投资收益及风险估计问题,得到了组合投资风险在投资收益率相关和不相关条件下的收益估计值,以具体的算式阐明了组合投资可以规避投资风险的结论。
This paper, studying the risk analysis on two kinds of securities portifolio investment by applying the GAPM model and Makeweicc method ,firstly, gives us two risk estimations while the relationship between the two securities is relevant or irrelevant. Then it proves the conclusion that the risk of securities portifolio investment is able to be avoided through a concrete equation.
出处
《湖北教育学院学报》
2007年第2期15-16,25,共3页
Journal of Hubei Institute of Education
关键词
Markowiz模型
投资风险
收益率
CAPM model
the bond combination
earning ratio
investment risk
