摘要
分析了用传统的风险度量指标“方差”衡量投资风险的不合理性，并在此基础上，提出了一种更为合理的新的风险度量指标———组合偏差．
The use of variance as a measure of risk in mean variance model implies that large positive deviations from the mean are just as undesirable as large negative deviations.Proposes to use a new index compound deviation to measure investment risk.
出处
《西北师范大学学报（自然科学版）》
CAS
1999年第2期19-21,共3页
Journal of Northwest Normal University(Natural Science)
基金
甘肃省自然科学基金
