摘要
证券市场上的机构投资者持有的证券往往不止一种 ,所以都面临着如何构建有效的投资组合的问题。本文分别从理论和实践的角度 ,分析了机构投资者投资组合的构建与动态优化问题 ,并对新的金融工具纳入投资组合进行了探讨。
Institutional investors always hold several pieces of security, so they must make efficient portfolio. How portfolio theory is applicable for portfolio optimization in practice is very important. New financial tools in portfolio are also comprehensively discussed.
出处
《中南民族大学学报（人文社会科学版）》
CSSCI
北大核心
2002年第3期34-36,共3页
Journal of South-Central Minzu University (Humanities and Social Sciences)
关键词
机构投资者
回报
风险
投资组合
Institutional investor
risk
return
portfolio
