证券投资最优组合的确定

Determination of optimum combination of security investment

为降低投资者的投资风险 ,提高投资收益 ,研究了一种确定证券投资最优组合的方法 .该方法是根据期望收益率和风险偏好 ,确定证券投资组合的可行区域并找到有效边缘 。

A kind of method for determining optimum combination of security investment has been studied in order to reduce investment risks and improve investment profits. By this method, the possible range of security investment combination is defined and its effective boundary is found based on expectant profit ratio. Then the optimum investment can be achieved based on the tangential point between the non\|difference curves and the effective boundary.