摘要
通过对投资风险与收益组成的分析,给出了收益与风险的计算方法,在风险既定的情况下的优化方法,收益既定情况下的优化方法,在收益与风险按一定比例组合情况下的优化方法,并给出了风险与收益在一定范围内是正相关,但超过一定的范围,风险增大,并不增加收益的结论.
This paper analyzes the constitution of investment risks and gains,presents the methed of its calculation, such as the optimization method under the circumstance of risk, optimization method according to a ration between benefit and risk. It points out that the risks and the benefits are positive correlation in a certain range, but out of this range, the increased risk does not increase the benefit.
出处
《兰州工业高等专科学校学报》
2008年第2期55-56,共2页
Journal of Lanzhou Higher Polytechnical College
关键词
投资组合
风险与收益
优化
investment portfolio
risks and gains
optimization
