摘要
分析了方差法和半方差法作为风险测度的不足之处 ,考虑到资产离散程度和实际投资者的风险偏好 ,引入风险偏好系数 ,建立加权的半方差证券组合决策模型 ,作出了理论分析并给出了相应的数值比较结果 .
In this paper the shortcoming of Variance and semi-Va riance methods is analysed. Risk bias coefficient is introduced, and Weight semi -Variance model is present.The compartisons of three models are made, this pape r can be used to direct the investment.
出处
《纯粹数学与应用数学》
CSCD
2002年第4期379-382,共4页
Pure and Applied Mathematics
