摘要
以组合投资基本理论出发,推导出决策者以任意风险控制系数或期望收益率为决策准则的组合投资模拟模型,得到满意的多准则组合投资策略。探讨将模型应用于非资本市场企业的风险控制方法,用实例介绍模型的使用步骤,说明了将组合投资理论应用于非资本市场的有效性。
The Paper has derived from the portfolio theory that a decision-maker can adopt a portfolio analog-model, which takes an arbitrary risk-control coefficient or expectation benefit rate as a decision criterion, to get a multi-criterion satisfactory portfolio strategy. It discusses the application of the model in controlling the non-capital market enterprises' risks. It presents a practical example to illustrate the steps of using the model, and demonstrates the effectiveness of the portfolio theory for its application in non-capital market enterprises.
出处
《武汉理工大学学报（信息与管理工程版）》
CAS
2002年第6期91-93,97,共4页
Journal of Wuhan University of Technology：Information & Management Engineering
基金
教育部优秀青年教师资助项目(教人司[2002]40号).
