摘要
Markowitz理论是现代投资理论的基石,也是当今投资实践主要方法之一,给投资决策提供了基本、完整的分析框架。2010年,中国证券市场允许开展融资融券业务,投资者面临的投资风险加大。在Markowitz投资组合理论的框架下,讨论中国证券投资市场上融资融券条件下的投资决策问题,寻找有效控制风险的途径,对于投资者构建和动态调整最优的投资组合,以便获取较大的投资收益具有指导意义。
Markowitz theory is the comerstone of modem investment theory, and is also one of the most important methods in the investment practice. In 2010, the Chinese securities market allowed to carry out margin trading business, investors are faced with increased investment risk. In Markowitz portfolio theory framework, it is significant to discuss China＇s securities investment under the condition of the market margin, find a way to effectively control the risks, to build and dynamically adjust the optimal portfolio for investors to get a greater return on investment.
出处
《长春金融高等专科学校学报》
2015年第4期31-37,共7页
Journal of Changchun Finance College
基金
吉林省教育厅十二五社会科学规划项目(吉教科文合字[2014]第489号)
长春金融高等专科学校基金项目(JD2013003)
