资产组合投资的整体收益与风险

The Overall Income and Risk of Portfolio Investment

在进行资产组合投资时为了取得资产组合的多样化效应,投资者要做出两项选择。第一是选择什么样的资产构成作为投资组合。第二是在已选择的资产组合中每种资产所占的比重是多大。这两个选择的科学合理性就决定了投资人投资组合的整体效益与风险的大小。

When making portfolio investment, in order to obtain diversification effect, investors have to make two choices. The first is to choose what kind of assets constituted as an investment portfolio. The second is how much is the proportion of the each asset in the portfolio that has been selected. Thescientific rationality of two choices determines the investor＇s overall size of benefits and risks of portfolio.