摘要
投资者进行资本投资时,主要是在未知的收益和风险中做出合理的选择。本文首先介绍证券投资的研究背景与目的,其次建立资产投资风险最小化投资组合的模型,然后把构建的模型应用于证券投资的案例之中,最后讨论两种资产收益相关系数的变化引起收益和风险的变动。
The essence of investment is that investors need to do a choice between uncertain income and risks.In this paper, we first introduce the background and the purpose of securities investment research. Secondly, we establish the investment risk minimizing portfolio model for two stocks, and then apply the constructed model in a case of securities investment. Finally, the paper discusses the changes of income and risks resulting from changes of income correlation coefficient in the two kinds of assets.
出处
《科技广场》
2016年第2期122-127,共6页
Science Mosaic
关键词
均值
方差
投资组合
Mean
Variance
Investment Portfolio
