基于价值投资理论的最优证券投资组合探讨

Based on the value investment theory to explore the optimal securities investment portfolio

文章分析了现代证券投资组合理论与价值投资理论的对立以及各自优缺点,并根据价值投资理论对风险的度量进行重新定义,借用现代证券投资组合的思想构建基于价值投资理论的最优证券投资组合。

This paper analyzes the opposition between the theory of modern portfolio theory and the theory of value investments and analyzes their respective advantages and disadvantages, drawing on the merits of value investment theory and the modern portfolio theory, according to the theory of value investment to redefine the measure of risk, using thought of the modern securities investment portfolio to build optimal investment portfoliowhich based on the value investment theory.