摘要
研究当前价格的证券组合投资问题 ,导出基于当前价格的多头、空头证券组合投资的风险计算公式和度量风险程度的风险系数 。
The portfolio investment based on present price is studied. The counting formulas and the risk coefficient to measure the degree of risk based on present price are obtained of the portfolio bought and the portfolio sold. The portfolio ratio is determined by using the risk coefficient.
出处
《广西工学院学报》
CAS
2003年第2期18-22,共5页
Journal of Guangxi University of Technology
