摘要
分析现代证券投资组合理论与价值投资理论的对立以及各自的优缺点，吸取价值投资理论与现代证券投资组合理论的各自优点，根据价值投资理论对风险的度量重新定义，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 modem securities investment and the theory of value investment portfolio theory, draws on their respective advantages and disadvantages, redefines the measure of risk according to the theory of val- ue investment, and constructs the optimal securities investment portfolio based on the theory of value investment, employing the idea of modem securities investment portfolio.
出处
《学术问题研究》
2011年第1期5-10,共6页
Academic Research(Integrated Edition)
关键词
价值投资理论
现代证券投资组合理论
最优证券投资组合
the theory of value investment
the theory of modem securities investment portfolio
optimal securities investment portfolio
