| 证券投资组合模型研究 |
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| 引用本文： | 张焕明,闵向阳.证券投资组合模型研究[J].运筹与管理,1999,8(4):48-51. |
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| 作者姓名： | 张焕明 闵向阳 |
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| 作者单位： | 安徽财贸学院经济信息管理系!安徽蚌埠233041 |
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| 摘 要： | 运用P.C.Young状态空间预测修正模型对个股价格走势进行拟合,计算不同组合方式的证券预期收益率及其差异变动程度,确定备选方案,然后从中寻找理想点,达到收益与风险的均衡
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| 关 键 词： | 收益率 方差 投资组合 理想点 |
Research on Model of Portfolio Investment |
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| ZHANG Huan ming,MIN Xiang yang.Research on Model of Portfolio Investment[J].Operations Research and Management Science,1999,8(4):48-51. |
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| Authors: | ZHANG Huan ming MIN Xiang yang |
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| Abstract: | Based on analysis of each stock moving trend with P.C.Young's forecasting model, the author compares the expected return rate and variance of each portfolio method and determines the alternatives so that an optimal point could be found with a balance of investment return and the potential risk taken. |
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| Keywords: | rate of return variance portfolio optimal point |
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