摘要
研究基于当前价格的证券组合投资的最大概率和最小风险问题 ,分别导出最大概率的证券组合投资比例和最小风险的证券组合投资比例 ,并说明他们是相同的 .因此 ,我们可以考虑具有最大概率和最小风险这两个特点的证券组合投资 .
In this paper,we study the problems of maximum probability and minimum risk about portfolio investment.We get the investment ratios with maximum probability and minimum risk,and illuminate that both are equal.Hence,we make a portfolio investment with maximum probability and minimum risk.
出处
《广西师范学院学报（自然科学版）》
2003年第2期29-32,37,共5页
Journal of Guangxi Teachers Education University(Natural Science Edition)
关键词
证券组合投资
当前价格
最大概率
最小风险
portfolio investment
present price
maximum probability
minimum risk
