证券组合风险的分析

Portfolio Risk Analysis

人们在进行投资决策时 ,总希望冒尽可能小的风险获得尽可能大的收益 ,因此有必要对证券组合的风险进行定量分析 ,本文就证券组合风险度量的两种方法进行了讨论 ,并对证券组合应用中的相关问题进行了探讨。

Whenever people make decision about investment,they always try to get more profits with less risk.Therefore,it is absolutely necessary to make quantitative analysis about portfolio risks to achieve this task.This paper covers the two methods measuring portfolio risks and some questions rising in portfolio practice.