证券投资决策理论中的直线型无差异曲线

马可维茨的现代证券投资理论中是将证券收益率视为随机变量,因此可以根据收益率在某个范围内的概率作出投资决策.本文通过目标q0的实现度、水平α0下的最低收益率和理想收益率等概念提出了三种直线型无差异曲线,并利用直线型无差异曲线的性质指出了文献[2]回避风险思路的错误.

The Technique of Decision-making Probability in Stock Investment

Macweici's modern stock investment theories, stock income rate is regarded as random variable, so the decision of investment can be made according to the probability of income rate in a certain field. Through the conceptions of the degree of implementing object q0, the lowest income rate under level α0, the ideal income rate and so on, this article presents the technique of decision-making, and three kinds of linearity undifferentiated curves derived from this three conceptions; and this article also point out a mistake in reference article [2], using the character of linearity undifferentiated curve.